The incidence of depressive illness is high worldwide, and the inadequacy of currently available drug treatments contributes to the significant health burden associated with depression. Animal models of depression used as the main methods to study the pathogenesis mechanism and select effective drugs receive increasing concerns. Current popular models of depression creatively merge ethologically valid behavioral assays with the latest technological advances in molecular biology. In this context, this study aims to review the animal models of depression and pathogenesis related with face validity, construct validity, and predictive validity of these models. These models include stress-induced models, injury-induced models, drug-induced models and transgenic models which all mimic the depression symptoms of human to some degree and are of great value for developing new antidepressant drugs and studying the pathogenesis of this disease.