Depressive disorder in childhood and adolescence is a highly prevalent mood disorder that tends to recur throughout life. Untreated mood disorders can adversely impact a patient’s quality of life and cause socioeconomic loss. Thus, an accurate diagnosis and appropriate treatment is crucial. However, until now, diagnoses and treatments were conducted according to clinical symptoms. Objective and biological validation is lacking. This may result in a poor outcome for patients with depressive disorder. Research has been conducted to identify the biomarkers that are related to depressive disorder. Cumulative evidence has revealed that certain immunologic biomarkers including brain-derived neurotrophic factor (BDNF) and cytokines, gastrointestinal biomarkers, hormones, oxidative stress, and certain hypothalamus-pituitary axis biomarkers are associated with depressive disorder.