Depression and schizophrenia are 2 serious mental disorders. Their effective treatment is an urgent medical and social problem at present. Drug treatment is the basic measure to improve mental disorders, especially serious mental disorders. However, the side effects of traditional antipsychotic drugs cannot be avoided. Surprisingly, in recent years, it has been found that nitric oxide (NO), carbon monoxide (CO), hydrogen sulfide (H2S) and hydrogen (H2) can regulate corresponding signal pathways to treat mental diseases in animal models. More importantly, as gas signal molecules, they will not bring toxicity and side effects after metabolism. Therefore, in this review, we analyzed the effects of gas on depression and schizophrenia through endogenous gas generation and external gas delivery strategies in some animal models. Endogenous gas generation strategy: summarized the therapeutic mechanism of gas signaling molecules on depression and schizophrenia, and listed the main ways to inhibit or stimulate gas generation. External gas delivery strategy: The common external stimuli-responsive gasotransmitter prodrugs and some study of these prodrugs in the treatment of depression and schizophrenia are summarized. We also analyzed the prospects of nano-gas carrier in the treatment of depression and schizophrenia. Through this review, we hope to provide guidance for treating depression and schizophrenia by regulating relevant gas signal pathways, and provide reference for developing safe and effective drugs for treating mental disorders by summarizing exogenous gas drugs.