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There is increasing interest in the involvement of antioxidative systems in protecting from depression. Among these, Nrf2 occupies a central place. We aimed to review the role of Nrf2 in depression. For this reason, we conducted a PubMed search using as search strategy (psychiatr*[ti] OR schizo*[ti] OR psychot*[ti] OR psychos*[ti] OR depress*[ti] OR MDD[ti] OR BD[ti] OR bipolar[ti] OR Anxiety[ti] OR antidepress*[ti] OR panic[ti] OR obsess*[ti] OR compulsio*[ti] OR “mood disord*”[ti] OR phobi*[ti] OR agoraphob*[ti] OR anorex*[ti] OR anorect*[ti] OR bulimi*[ti] OR “eating disorder*”[ti] OR neurodevelopm*[ti] OR retardation[ti] OR autism[ti] OR autistic[ti] OR ASM[ti] OR adhd[ti] OR “attention-deficit”[ti]) AND nrf2, which on the 9th of March produced 208 results of which 89 were eligible for our purposes. Eligible articles were studies reporting data of Nrf2 manipulations or content by any treatment in human patients or animals with any animal model of depression. Most studies were on mice only (N = 58), 20 on rats only, and three on both rats and mice. There were two studies on cell lines (in vitro) and one each on nematodes and fish. Only four studies were conducted in humans, one of which was post mortem. Most studies were conducted on male animals; however, human studies were carried out on both men and women. The results indicate that Nrf2 is lower in depression and that antidepressant methods (drugs or other methods) increase it. Antioxidant systems and plasticity-promoting molecules, such as those in the Nrf2–HO-1, BDNF–TrkB, and cyclic AMP–CREB pathways, could protect from depression, while glycogen synthase kinase-3β and nuclear factor κB oppose these actions, thus increasing depressive-like behaviours. Since Nrf2 is also endowed with tumorigenic and atherogenic potential, the balance between benefits and harms must be taken into account in designing novel drugs aiming at increasing the intracellular content of Nrf2.