Conventional antidepressants are widely employed in several psychiatric and neurologic disorders, yet the mechanisms underlying their delayed and partial therapeutic effects are only gradually being understood. This narrative review provides an up-to-date overview of the interplay between antidepressant treatment and Brain-Derived Neurotrophic Factor (BDNF) signaling. In addition, the impact of nutritional, environmental and physiological factors on BDNF and the antidepressant response is outlined. This review underlines the necessity to include information on lifestyle choices in testing and developing antidepressant treatments in the future.