Scientific evidence that circadian rhythms affect pharmacokinetics and pharmacodynamics has highlighted the importance of drug dosing-time. Circadian oscillations alter drug absorption, distribution, metabolism, and excretion (ADME) as well as intracellular signaling systems, target molecules (e.g., receptors, transporters, and enzymes), and gene transcription. Although several antidepressant drugs are clinically available, less than 50% of depressed patients respond to first-line pharmacological treatments. Chronotherapeutic approaches to enhance the effectiveness of antidepressants are not completely known. Even so, experimental results found until this day suggest a positive influence of drug dosing-time on the efficacy of depression therapy. On the other hand, antidepressants have also demonstrated to modulate circadian rhythmicity and sleep–wake cycles. This review aims to evidence the potential of chronotherapy to improve the efficacy and/or safety of antidepressants. It includes pre-clinical and clinical studies that demonstrate the relevance of determining the most appropriate time of administration for antidepressant drugs. In parallel, their positive influence on the resynchronization of disrupted circadian rhythms is also herein discussed. It is expected that this review will promote the investigation of chronotherapy for the treatment of depression, contribute to a better understanding of the relationship between antidepressants and circadian rhythms, and consequently promote the development of new therapeutics.