Major depressive disorder is a mental disorder which affect the mood of the person and also known as mood disorder. It is a brain disorder which generates major disability. Its etiology and molecular mechanism is not fully understood. However due to advances in the research in medical science various animal models are being used for studying the disease at the physiological and molecular levels. Animal model is a living, non-human animals used during the research and in the examination of various diseases of humans. For accomplishing better understanding of the disease animal models have played an unprecedented role without any danger of harming a human being during the process of research. Animal models are helping in research and may have an existing, induced disease or injury that is analogous to a human condition. In this article various types of animal models used for studying depression are reviewed. This article also highlights the validation criteria of many models used for studying depression. Both the advantages and drawbacks concerned with the use of animal models in studying depression are also evaluated in this article.