Among mental diseases, major depressive disorder (MDD) and anxiety deserve a special place due to their high prevalence and their negative impact both on society and patients suffering from these disorders. Consequently, the development of novel strategies designed to treat them quickly and efficiently, without or at least having limited side effects, is considered a highly important goal. Growing evidence indicates that emerging properties are developed on recognition, trafficking, and signaling of G-protein coupled receptors (GPCRs) upon their heteromerization with other types of GPCRs, receptor tyrosine kinases, and ionotropic receptors such as N-methyl-D-aspartate (NMDA) receptors. Therefore, to develop new treatments for MDD and anxiety, it will be important to identify the most vulnerable heteroreceptor complexes involved in MDD and anxiety. This review focuses on how GPCRs, especially serotonin, dopamine, galanin, and opioid heteroreceptor complexes, modulate synaptic and volume transmission in the limbic networks of the brain. We attempt to provide information showing how these emerging concepts can contribute to finding new ways to treat both MDD and anxiety disorders.