According to the World Health Organization (WHO), depression is defined as a common mental disorder with symptoms of depressed mood, loss of interest or pleasure, decreased energy, feelings of guilt or low self-worth, decreased sleep or appetite, and poor concentration. Beginning with the discovery of monoamine oxidase inhibitors (MOAIs), tricyclic antidepressants (TCAs) and selective serotonin reuptake inhibitors (SSRIs) are also developed as therapeutic measures for depression. However, management of depression is still challenging to clinicians as many adverse effects are found with these agents and some questions are still unanswered, creating a few lacunae to research. So to fulfill those lacunae, drugs, namely agomelatine, vortioxetine, vilazodone, and levomilnacipran extended release (ER) having different mechanisms have been recently approved by the United States Food and Drug Administration (FDA). Agomelatine helps in the normalization of disturbed circadian rhythm by melatonergic agonist action. Vortioxetine is a serotonin transporter (SERT) blocker with additional actions such as 5HT3 and 5HT7 receptors blockade. It is also an agonist of 5HT1A and a partial agonist of 5HT1B receptors. It is the first drug in the antidepressant class approved by FDA which has such multimodal actions. Vilazodone is approved by FDA considering its early onset of antidepressant actions. Levomilnacipran ER is an enantiomer of milnacipran, approved recently by FDA for the treatment of major depressive disorder (MDD). This review helps the clinician to choose better drugs according to patient's clinical needs. Significant efforts must be taken for conducting clinical trials assessing the efficacy of combination of drugs having different mechanisms such as agomelatine and vilazodone. [ABSTRACT FROM AUTHOR]