Depression is a common mental disorder that may lead to major mental health problems, and antidepressant drugs have been used as a treatment of choice to mitigate symptoms of major depressive disorders by ameliorating the chemical imbalances of neurotransmitters in brain. Since abusing antidepressant drugs such as selective serotonin reuptake inhibitors and tricyclic antidepressant drugs can cause severe adverse effects, continuous toxicological monitoring of the parent compounds as well as their metabolites using numerous analytical methods appears pertinent. Among them, capillary electrophoresis has been popularly utilized since the method has a lot of advantages viz. using small amounts of sample and solvents, ease of operation, and rapid analysis. This review paper brings a survey of more than 30 papers on capillary electrophoresis of antidepressant drugs published approximately from 1999 until 2018. It focuses on the reported capillary electrophoresis techniques and their applications and challenges for determining antidepressant drugs and their metabolites. It is organized according to the commonly used capillary zone electrophoresis method, followed by non‐aqueous capillary electrophoresis and micellar electrokinetic chromatography, with details on breakthrough findings. Where available, information is given about the background electrolyte used, detector utilized, and sensitivity obtained.