Though a great many of studies on the development of antidepressants for the therapy of major depression disorder (MDD) and the development of antidepressants have been carried out, there still lacks an efficient approach in clinical practice. The involvement of Sigma-1 receptor in the pathological process of MDD has been verified. In this review, recent research focusing on the role of Sigma-1 receptor in the etiology of MDD were summarized. Preclinical studies and clinical trials have found that stress induce the variation of Sigma-1 receptor in the blood, brain and heart. Dysfunction and absence of Sigma-1 receptor result in depressive-like behaviors in rodent animals. Agonists of Sigma-1 receptor show not only antidepressant-like activities but also therapeutical effects in complications of depression. The mechanisms underlying antidepressant-like effects of Sigma-1 receptor may include suppressing neuroinflammation, regulating neurotransmitters, ameliorating brain-derived neurotrophic factor and N-Methyl-D-Aspartate receptor, and alleviating the endoplasmic reticulum stress and mitochondria damage during stress. Therefore, Sigma-1 receptor represents a potential target for antidepressants development.