This study aims to review the biomarkers of depression discovered by proteomic techniques to guide the identification of specific biomarkers for depression. Depression is a common psychological disease， and its diagnosis and efficacy evaluation rely on subjective clinical evaluation， lacking objective diagnostic tools. Proteomics is the primary method to discover and verify biomarkers. This study reviews proteomic biomarkers in brain tissue， cerebrospinal fluid and blood of patients with depression， as well as the latest strategies for screening biomarkers of depression.