The COVID-19 pandemic is spreading around the world and 187 million people have already been affected. One of its after-effects is post-COVID depression, which, according to the latest data, affects up to 40% of people who have had SARS-CoV-2 infection. A very important issue for the mental health of the general population is to look for the causes of this complication and its biomarkers. This will help in faster diagnosis and effective treatment of the affected patients. In our work, we focused on the search for major depressive disorder (MDD) biomarkers, which are also present in COVID-19 patients and may influence the development of post-COVID depression. For this purpose, we searched PubMed, Scopus and Google Scholar scientific literature databases using keywords such as ‘COVID-19’, ‘SARS-CoV-2’, ‘depression’, ‘post-COVID’, ‘biomarkers’ and others. Among the biomarkers found, the most important that were frequently described are increased levels of interleukin 6 (IL-6), soluble interleukin 6 receptor (sIL-6R), interleukin 1 β (IL-1β), tumor necrosis factor α (TNF-α), interferon gamma (IFN-γ), interleukin 10 (IL-10), interleukin 2 (IL-2), soluble interleukin 2 receptor (sIL-2R), C-reactive protein (CRP), Monocyte Chemoattractant Protein-1 (MCP-1), serum amyloid a (SAA1) and metabolites of the kynurenine pathway, as well as decreased brain derived neurotrophic factor (BDNF) and tryptophan (TRP). The biomarkers identified by us indicate the etiopathogenesis of post-COVID depression analogous to the leading inflammatory hypothesis of MDD.