Anxiety disorders and depression often co-occur and pose significant health risks. Understanding the mechanisms underlying these conditions is crucial for improving treatment outcomes. Neurotrophins, particularly brain-derived neurotrophic factor (BDNF), play a pivotal role in synaptic plasticity in the brain. The intricate relationship between depressive behavior and BDNF/TrkB signaling is essential for understanding the neurobiological basis of depression. Reduced levels of BDNF and impaired TrkB signaling are commonly observed in depression, contributing to neuronal atrophy, synaptic dysfunction, and reduced neuroplasticity. Prolonged stress, a known trigger for depression, exacerbates these effects by suppressing BDNF production and TrkB activation, thereby diminishing neural resilience. Antidepressant therapies often aim to restore BDNF/TrkB signaling, which promotes synaptic remodeling and neurogenesis. This chapter explores how dysregulation of the BDNF-TrkB pathway significantly influences the pathophysiology of depression and discusses the potential therapeutic benefits of treatments targeting this pathway.