Electroconvulsive seizure (ECS) therapy is a clinically proven treatment for depression and is often effective even in patients resistant to chemical antidepressants. However, the molecular mechanisms underlying the therapeutic efficacy of ECS are not fully understood. Here, I review studies that show molecular, cellular, and behavioral changes by ECS treatment, and discuss the functions of ECS to underlie the action of antidepressant effects. In hippocampus, these changes cover gene induction, increased adult neurogenesis, and electrophysiological reactivity. Especially, the role of vascular endothelial growth factor (VEGF) in neurogenesis is discussed. Among other gene expression changes in hippocampus, a role of cyclooxygenase (COX)-2, an inducible type of the rate-limiting enzyme of prostanoid synthesis, is focused. ECS-induced changes in other brain regions such as prefrontal cortex and hypothalamus, and ECS-induced behavioral changes are also reviewed. Understanding the molecular, cellular, and behavioral changes by ECS will provide a new view to find potential targets for novel antidepressant design that are highlighted by these findings.