Major depressive disorder is one of the most common and serious mental disorders and is characterizedby constant low spirits and emotional disorder. Establishing a suitable animal model of depression will benefit the study ofdepression-related problems. Here, we have reviewed the animal species, behavioral tests, modelling methods and theunderlying mechanisms in most widely used animal models of depression and new models in development. Rodents havebeen used in depression models for many years. Non-human primate animal models are under research and such animalsmay have similar behaviors as human beings. Different animal models of depression have similarities and differences interms of modelled behavior, endocrine and metabolic characteristics, social psychology, and genetics. The characteristics of different models should be considered when choosing one.