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It is established that purinergic signaling can shape a wide range of physiological functions, including neurotransmission and neuromodulation. The purinergic system may play a role in the pathophysiology of mood disorders, influencing neurotransmitter systems and hormonal pathways of the hypothalamic-pituitary-adrenal axis. Treatment with mood stabilizers and antidepressants can lead to changes in purinergic signaling. In this overview, we describe the biological background on the possible link between the purinergic system and depression, possibly involving changes in adenosine- and ATP-mediated signaling at P1 and P2 receptors, respectively. Furthermore, evidence on the possible antidepressive effects of non-selective adenosine antagonist caffeine and other purinergic modulators is reviewed. In particular, A2A and P2X7 receptors have been identified as potential targets for depression treatment. Preclinical studies highlight that both selective A2A and P2X7 antagonists may have antidepressant effects and potentiate responses to antidepressant treatments. Consistently, recent studies feature the possible role of the purinergic system peripheral metabolites as possible biomarkers of depression. In particular, variations of serum uric acid, as the end product of purinergic metabolism, have been found in depression. Although several open questions remain, the purinergic system represents a promising research area for insights into the molecular basis of depression.