Depression is a multifactorial and multigenetic disease. At present, three main theories try to conceptualize its molecular and biochemical mechanisms, namely the monoamine-, the hypothalamus-pituitary-adrenal- (HPA-) system- and the neurotrophin-hypotheses. One way to explore, validate or falsify these hypotheses is to alter the expression of genes that are involved in these systems and study their respective role in animal behavior and neuroendocrinological parameters. Following an introduction in which we briefly describe each hypothesis, we review here the different mouse lines generated to study the respective molecular pathways. Among the many mutant lines generated, only a few can be regarded as genetic depression models or as models of predisposition for a depressive syndrome after stress exposure. However, this is likely to reflect the human situation where depressive syndromes are complex, can vary to a great extent with respect to their symptomatology, and may be influenced by a variety of environmental factors. Mice with mutations of candidate genes showing depression-like features on behavioral or neurochemical levels may help to define a complex molecular framework underlying depressive syndromes. Because it is conceivable that manipulation of one single genetic function may be necessary but not sufficient to cause complex behavioral alterations, strategies for improving genetic modeling of depression-like syndromes in animals possibly require a simultaneous targeted dysregulation of several genes involved in the pathogenesis of depression. This approach would correspond to the new concept of ‘endophenotypes’ in human depression research trying to identify behavioral traits which are thought to be encoded by a limited set of genes.