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Depression is a common neurological disease that seriously affects human health. There are many hypotheses about the pathogenesis of depression, and the most widely recognized and applied is the monoamine hypothesis. However, no hypothesis can fully explain the pathogenesis of depression. At present, the brain-derived neurotrophic factor (BDNF) and neurogenesis hypotheses have highlighted the important role of plasticity in depression. The plasticity of neurons and glial cells plays a vital role in the transmission and integration of signals in the central nervous system. Plasticity is the adaptive change in the nervous system in response to changes in external signals. The hippocampus is an important anatomical area associated with depression. Studies have shown that some antidepressants can treat depression by changing the plasticity of the hippocampus. Furthermore, caloric restriction has also been shown to affect antidepressant and hippocampal plasticity changes. In this review, we summarize the latest research, focusing on changes in the plasticity of hippocampal neurons and glial cells in depression and the role of BDNF in the changes in hippocampal plasticity in depression, as well as caloric restriction and mitochondrial plasticity. This review may contribute to the development of antidepressant drugs and elucidating the mechanism of depression.