MicroRNA (miRNA) is a class of new tiny non-coding RNAs, with about 22 nucleotides in length, existing widely in organisms. It is involved in the modulation of almost all kinds of physiological processes through inhibiting the translation or inducing the destabilization of target messenger RNA via binding to its 3 untranslated region (3'UTR). And aberrant expression of miRNA is associated with a large range of pathological processes. Very recent evidences have indicated that miRNA may play an important role in depressive disorder. Here, the relationship between miRNA and depressive disorder, involvement of miRNA in the pathogenesis of depressive disorder, and treatment of depressive disorder associated with miRNA are reviewed, hoping to give a help to get insights into the pathogenesis and future cure of depressive disorder.