Depression is a complex neuropsychiatric disorder characterized by pervasive feelings of sadness, hopelessness, and cognitive impairments that can profoundly impact an individual's quality of life. Despite extensive research efforts, the precise mechanisms underlying depression remain elusive. Recent studies have highlighted the intricate interplay between the immune system and the central nervous system in the pathophysiology of depression. In this context, CD4+ T cells, a key component of the adaptive immune system, have emerged as potential players in the neuroinflammatory processes associated with depression. Concurrently, Brain-Derived Neurotrophic Factor (BDNF), a multifunctional neurotrophin, has garnered significant attention for its roles in neural plasticity, mood regulation, and cognitive function. This review paper explores the intriguing intersection between CD4+ T cells and BDNF in the context of depression and delves into the exciting prospects it offers for therapeutic interventions. By examining the intricate crosstalk between the immune system and the neurotrophic factors, we aim to shed light on the potential avenues for novel therapeutic strategies in the treatment of depression.