Major depressive disorder (MDD) is a highly disabling and frequently recurrent mental disorder with a complex pathophysiology. Several hypotheses, including monoaminergic neurotransmitter imbalance, neuroinflammation, and impaired neuroplasticity, have been proposed; however, none of these fully elucidates the underlying mechanisms of MDD. Recent research has increasingly highlighted the roles of astrocytes and microglia in the central nervous system. Evidence suggests that these glial cells contribute to the pathogenesis and progression of MDD by regulating neurotransmitters, neuroinflammatory processes, synaptic plasticity, and blood-brain barrier function. This review summarizes the impact of astrocytes, microglia, and their bidirectional interactions on the development and course of MDD. By investigating the roles of these glial cells and their intercellular communication in MDD pathogenesis, the aim is to identify potential therapeutic targets, thereby advancing the development of novel antidepressant strategies and promoting more effective treatment approaches.