Nanotechnology has aided in the advancement of drug delivery for the treatment of several neurological disorders including depression. Depression is a relatively common mental disorder which is characterized by a severe imbalance of neurotransmitters. Several current therapeutic regimens against depression display drawbacks which include low bioavailability, delayed therapeutic outcome, undesirable side effects and drug toxicity due to high doses. The blood–brain barrier limits the entry of the drugs into the brain matrix, resulting in low bioavailability and tissue damage due to drug accumulation. Due to their size and physico-chemical properties, nanotechnological drug delivery systems present a promising strategy to enhance the delivery of nanomedicines into the brain matrix, thereby improving bioavailability and limiting toxicity. Furthermore, ligand-complexed nanocarriers can improve drug specificity and antidepressant efficacy and reduce drug toxicity. Biopolymers and nanocarriers can also be employed to enhance controlled drug release and reduce the hepatic first-pass effect, hence reducing the dosing frequency. This manuscript reviews recent advances in different biopolymers, such as polysaccharides and other nanocarriers, for targeted antidepressant drug delivery to the brain. It probes nano-based strategies that can be employed to enhance the therapeutic efficacy of antidepressants through the oral, intranasal, and parenteral routes of administration.