Depression is a serious mental disorder that influence about 280 million people around the world. The risk factors that may cause depression include both genetic and environmental factors. Researchers have been long searching for treatments to depression. Patients with symptoms of depression are always treated by both psychic interventions and medical treatments. Although the underlying pathophysiology of depression is remained unclear, neurotransmitters, including serotonin, dopamine, and norepinephrine, are proved to be related to the symptoms of depression by clinical experiments. The first two antidepressants were iproniazid (classified as a monoamine-oxidase inhibitor), and imipramine (classified as a tricyclic antidepressant) in 1950s. More antidepressants using different mechanisms and with fewer side-effect and safety concerns were developed later. People divided those antidepressants into three categories by the order of development: 1) first-generation antidepressants, 2) second-generation antidepressants, and 3) third-generation antidepressants. Due to immature technology, drugs in the first-generation generally have more serious side-effect, more safety concerns, and more restrictions. Thus, second-generation antidepressants, which typically have less side-effect, are now more common in controlling the symptoms of depression. The third-generation antidepressants are still in development, but designed to be more effective with less side-effect. The paper reviews the medical treatments of depression in the order of these three generations.