Depression is one of the most frequent and burdensome non-motor symptoms in Parkinson's disease (PD), across all stages. Even when its severity is mild, PD depression has a great impact on quality of life for these patients and their caregivers. Accordingly, accurate diagnosis, supported by validated scales, identification of risk factors, and recognition of motor and non-motor symptoms comorbid to depression are critical to understanding the neurobiology of depression, which in turn determines the effectiveness of dopaminergic drugs, antidepressants and non-pharmacological interventions. Recent advances using in vivo functional and structural imaging demonstrate that PD depression is underpinned by dysfunction of limbic networks and monoaminergic systems, depending on the stage of PD and its associated symptoms, including apathy, anxiety, rapid eye movement sleep behavior disorder (RBD), cognitive impairment and dementia. In particular, the evolution of serotonergic, noradrenergic, and dopaminergic dysfunction and abnormalities of limbic circuits across time, involving the anterior cingulate and orbitofrontal cortices, amygdala, thalamus and ventral striatum, help to delineate the variable expression of depression in patients with prodromal, early and advanced PD. Evidence is accumulating to support the use of dual serotonin and noradrenaline reuptake inhibitors (desipramine, nortriptyline, venlafaxine) in patients with PD and moderate to severe depression, while selective serotonin reuptake inhibitors, repetitive transcranial magnetic stimulation and cognitive behavioral therapy may also be considered. In all patients, recent findings advocate that optimization of dopamine replacement therapy and evaluation of deep brain stimulation of the subthalamic nucleus to improve motor symptoms represents an important first step, in addition to physical activity. Overall, this review indicates that increasing understanding of neurobiological changes help to implement a roadmap of tailored interventions for patients with PD and depression, depending on the stage and comorbid symptoms underlying PD subtypes and their prognosis.