Premenstrual dysphoric disorder (PMDD) is a subtype of premenstrual syndrome with high prevalence in women during their reproductive life. It has physical symptoms such as breast tenderness and headache as well as serious emotional symptoms such as anxiety, depression, and irritability. These symptoms are specific to the menstrual cycle. They appear before menstruation and disappear within a week after its completion. PMDD is a health threat for females. In the Diagnostic and Statistical Manual of Mental Disorder (Fifth edition ed. DSM-5), PMDD is one of the five types of depression. Current studies on the pathological mechanism of PMDD mainly focus on hormone and receptor expression, which is the theoretical basis of animal model establishment. Animal models that recapitulate the clinical symptoms of humans are very important to connect basic research to clinical research, which is also crucial to explore the pathogenesis and develop appropriate drugs. Although many kinds of animal models of PMDD have been used in various studies, many limitations result in a barrier to further investigate PMDD. Therefore, this review collates the pathogenesis research of PMDD and discusses the existing animal models of PMDD to provide a reference for PMDD-related mechanism research and drug development.