Major Depressive Disorder (MDD) is a severe psychiatric disorder characterized by selective impairments in mood regulation, cognition and behavior. Although it is well-known that antidepressants can effectively treat moderate to severe depression, the biochemical effects of these medications on white matter (WM) integrity are still unclear. Therefore, the aim of the study is to review the main scientific evidence on the differences in WM integrity in responders and non-responders to antidepressant medications. A record search was performed on three datasets (PubMed, Scopus and Web of Science) and ten records matched our inclusion criteria. Overall, the reviewed studies highlighted a good efficacy of antidepressants in MDD treatment. Furthermore, there were differences in WM integrity between responders and non-responders, mainly localized in cingulate cortices, hippocampus and corpus callosum, where the former group showed higher fractional anisotropy and lower axial diffusivity values. Modifications in WM integrity might be partially explained by branching and proliferation as well as neurogenesis of axonal fibers mediated by antidepressants, which in turn may have positively affected brain metabolism and increase the quantity of the serotonergic neurotransmitter within synaptic clefts. However, the reviewed studies suffer from some limitations, including the heterogeneity in treatment duration, antidepressant administration, medical posology, and psychiatric comorbidities. Therefore, future studies are needed to reduce confounding effects of antidepressant medications and to adopt longitudinal and multimodal approaches in order to better characterize the differences in WM integrity between responders and non-responders.