This paper reviews the body of evidence that major depression is accompanied by a decreased antioxidant status and by induction of oxidative and nitrosative (IO&NS) pathways. Major depression is characterized by significantly lower plasma concentrations of a number of key antioxidants, such as vitamin E, zinc and coenzyme Q10, and a lowered total antioxidant status. Lowered antioxidant enzyme activity, e.g. glutathione peroxidase (GPX), is another hallmark of depression. The abovementioned lowered antioxidant capacity may impair protection against reactive oxygen species (ROS), causing damage to fatty acids, proteins and DNA by oxidative and nitrosative stress (O&NS). Increased ROS in depression is demonstrated by increased levels of plasma peroxides and xanthine oxidase. Damage caused by O&NS is shown by increased levels of malondialdehyde (MDA), a by-product of polyunsaturated fatty acid peroxidation and arachidonic acid; and increased 8-hydroxy-2-deoxyguanosine, indicating oxidative DNA damage. There is also evidence in major depression, that O&NS may have changed inactive autoepitopes to neoantigens, which have acquired immunogenicity and serve as triggers to bypass immunological tolerance, causing (auto)immune responses. Thus, depression is accompanied by increased levels of plasma IgG antibodies against oxidized LDL; and increased IgM-mediated immune responses against membrane fatty acids, like phosphatidyl inositol (Pi); oleic, palmitic, and myristic acid; and NO modified amino-acids, e.g. NO-tyrosine, NO-tryptophan and NO-arginine; and NO-albumin. There is a significant association between depression and polymorphisms in O&NS genes, like manganese superoxide dismutase, catalase, and myeloperoxidase. Animal models of depression very consistently show lowered antioxidant defences and activated O&NS pathways in the peripheral blood and the brain. In animal models of depression, antidepressants consistently increase lowered antioxidant levels and normalize the damage caused by O&NS processes. Antioxidants, such as N-acetyl-cysteine, compounds that mimic GPX activity, and zinc exhibit antidepressive effects. This paper reviews the pathways by which lowered antioxidants and O&NS may contribute to depression, and the (neuro)degenerative processes that accompany that illness. It is concluded that aberrations in O&NS pathways are--together with the inflammatory processes--key components of depression. All in all, the results suggest that depression belongs to the spectrum of (neuro)degenerative disorders.