Major depressive disorder is considered one of the most common and prevalent diseases worldwide, affecting children, adults, and the elderly. Currently, several antidepressant drugs are available on the market, but the low adherence of patients due to the slow therapeutic response is a problem to be solved. In this way, cyclodextrins become an alternative to circumvent the limitations and improve the physicochemical and pharmacological properties of this class of drugs. Thus, the objective of this work is to carry out a current review of patents associating antidepressant drugs and cyclodextrins. The patent search was performed in two patent databases, the World Intellectual Property Organization and the European Patent Office using terms in the title and abstract fields and the international patent classification code for antidepressant drugs. In the end, 27 patent documents were selected and divided into three classifications, physical-chemical characterization study, pre-clinical <i>in vivo</i> trials, and clinical trials. The scientific evidence found in the patents considers the use of cyclodextrins as an important alternative to improve the therapeutic and physicochemical properties of antidepressant drugs, among the main improved properties are, solubility, stability, masking taste and odor, bioavailability.