Major depressive disorder (MDD) is a common psychiatric illness with chronic poor mood, cognitive impairment, and neurovegetative symptoms. Genetic, environmental, and neurochemical variables are involved. A recent study shows that microRNAs (miRNAs), tiny, non-coding RNAs that regulate gene expression, play a major role in MDD development and progression. These miRNAs affect depression-related neuroplasticity, inflammation, stress, and synaptic function. Dysregulation of miR-124, miR-135, and miR-16 affects neurotransmitter signaling and neurotrophic support, particularly serotonin, dopamine, and brain-derived neurotrophic factor (BDNF), and increases neuroinflammation. These chemical abnormalities can affect mood-regulating brain circuits, prolonging and worsening depression. MiRNA anomalies alter MDD susceptibility and treatment response. MiRNAs can be found in blood and other tissues, making them promising diagnostic biomarkers and therapeutic efficacy predictors for more individualized MDD management. Experimental miRNA mimics and antagomirs are being tested to fix gene expression aberrations more precisely than standard antidepressants. This review summarizes MDD miRNA information, emphasizing their pathogenic and therapeutic roles. MiRNA-based diagnostics and therapeutics have promising potential. However, molecularly targeted interventions must address off-target effects and miRNA regulation network complexity to enhance MDD outcomes.