Major Depressive Disorder (MDD) is currently a common and significant disorder. More young people are being diagnosed each day. Decades of research have been done and have provided us with the ability to manage the illness in terms of treatments and the neurobiology behind it. However, it is universally acknowledged that some of the problems still remain. The complete mechanism which processes in the brain of a patient of MDD is not fully revealed and in some cases, treatments such as evidence-based psychological psychotherapy and antidepressants lacked effectiveness. For patients who do experience a reduced level of depressive symptoms, repeated episodes happens often and recurrent remains at high chances. In this review, human knowledge of MDD in the current state will be summarized, including the two most commonly believed pathophysiology pathway. In addition, different types of treatments that tackles distinct aspects of the disorder are highlighted. Prevention programs and intervention methods which have been applied are discussed. They range from small actions, such as practicing meditation and mindfulness, to large movement, such as taking a psycho-educational program with a therapist. Lastly, this review points out the inadequate in human understanding towards MDD and outlines the some of the therapeutical prospects in research and investigation of depression that are able to give rise to a more successful and effectual treatment system option in the future.