Depression is a common mental disorder that seriously affects the quality of life and leads to an increasing global suicide rate. Macro, micro, and trace elements are the main components that maintain normal physiological functions of the brain. Depression is manifested in abnormal brain functions, which are considered to be tightly related to the imbalance of elements. Elements associated with depression include glucose, fatty acids, amino acids, and mineral elements such as lithium, zinc, magnesium, copper, iron, and selenium. To explore the relationship between these elements and depression, the main literature in the last decade was mainly searched and summarized on PubMed, Google Scholar, Scopus, Web of Science, and other electronic databases with the keywords "depression, sugar, fat, protein, lithium, zinc, magnesium, copper, iron, and selenium". These elements aggravate or alleviate depression by regulating a series of physiological processes, including the transmission of neural signals, inflammation, oxidative stress, neurogenesis, and synaptic plasticity, which thus affect the expression or activity of physiological components such as neurotransmitters, neurotrophic factors, receptors, cytokines, and ion-binding proteins in the body. For example, excessive fat intake can lead to depression, with possible mechanisms including inflammation, increased oxidative stress, reduced synaptic plasticity, and decreased expression of 5-Hydroxytryptamine (5-HT), Brain Derived Neurotrophic Factor (BDNF), Postsynaptic density protein 95(PSD-95), etc. Supplementing mineral elements, such as selenium, zinc, magnesium, or lithium as a psychotropic medication is mostly used as an auxiliary method to improve depression with other antidepressants. In general, appropriate nutritional elements are essential to treat depression and prevent the risk of depression.