Depression is a mental disorder with serious negative health outcomes. Its main clinical manifestations are depressed mood, slow thinking, loss of interest, and lack of energy. The rising incidence of depression has a major impact on patients and their families and imposes a substantial burden on society. With the rapid development of imaging technology in recent years, researchers have studied depression from different perspectives, including molecular, functional, and structural imaging. Many studies have revealed changes in structure, function, and metabolism in various brain regions in patients with depressive disorder. In this review, we summarize relevant studies of depression, including investigations using structural magnetic resonance imaging (MRI), functional MRI (task-state fMRI and resting-state fMRI), diffusion tensor imaging (DTI), magnetic resonance spectroscopy (MRS), brain network and molecular imaging (positron emission tomography [PET] and single photon emission computed tomography [SPECT]), which have contributed to our understanding of the etiology, neuropathology, and pathogenesis of depressive disorder.