Animal studies over the past two decades have led to extensive advances in our understanding of pathogenesis of depressive and mood disorders. Among these, rodent behavioural models proved to be of highest informative value. Here, we present a comprehensive overview of the most popular behavioural models with respect to physiological, circuit, and molecular biological correlates. Behavioural stress paradigms and behavioural tests are assessed in terms of outcomes, strengths, weaknesses, and translational value, especially in the domain of pharmacological studies.