The antipsychotics are used among pharmacological treatment of depression. Atypical antipsychotics have been used as monotherapy or adjunctively with antidepressants to treat depressive disorders with or without psychotic symptoms. The antidepressant effect of atypical antipsychotics involves regulation of monoamine, glutamate, gamma-aminobutyric acid, cortisol, and neurotrophic factors. To date, the United States Food and Drug Administration has approved aripiprazole and quetiapine slow-release tablets as adjunctive treatment for depressive disorders, and the combination of olanzapine and fluoxetine for the treatment of treatment-resistant depression. When using atypical antipsychotics in the treatment of depressed patients, clinicians need to monitor patients for the emergence of adverse effects, including hyperglycemia, weight gain, cholesterol levels, and extrapyramidal symptoms. These agents are effective for depression only at subantipsychotic doses. Receptor profiles predict that all second‐generation antipsychotics will have anxiolytic effects as subantipsychotic doses but that all will be dysphorogenic at full antipsychotic doses (i.e. produce a depression-like clinical picture). The antidepressant effect appears to be unique to some agents. Also, despite the availability of a large number of antidepressants of different classes, a significant portion of patients do not achieve remission, and treatment resistance is common. This paper reviews the antipsychotics that are effective for the treatment of depressive disorders, and the pharmacological mechanisms of antipsychotics in the treatment of depressive disorders.