Electroconvulsive therapy (ECT) represents an effective intervention for treatment-resistant depression (TRD). One priority of this research field is the clarification of ECT response mechanisms and the identification of biomarkers predicting its outcomes. We propose an overview of the molecular studies on ECT, concerning its course and outcome prediction, including also animal studies on electroconvulsive seizures (ECS), an experimental analogue of ECT. Most of these investigations underlie biological systems related to major depressive disorder (MDD), such as the neurotrophic and inflammatory/immune ones, indicating effects of ECT on these processes. Studies about neurotrophins, like the brain-derived neurotrophic factor (BDNF) and the vascular endothelial growth factor (VEGF), have shown evidence concerning ECT neurotrophic effects. The inflammatory/immune system has also been studied, suggesting an acute stress reaction following an ECT session. However, at the end of the treatment, ECT produces a reduction in inflammatory-associated biomarkers such as cortisol, TNF-alpha and interleukin 6. Other biological systems, including the monoaminergic and the endocrine, have been sparsely investigated. Despite some promising results, limitations exist. Most of the studies are concentrated on one or few markers and many studies are relatively old, with small sample sizes and methodological biases. Expression studies on gene transcripts and microRNAs are rare and genetic studies are sparse. To date, no conclusive evidence regarding ECT molecular markers has been reached; however, the future may be just around the corner.