Nervous system processes, including cognition and affective state, fundamentally rely on mitochondria. Impaired mitochondrial function is evident in major depressive disorder (MDD), reflecting cumulative detrimental influences of both extrinsic and intrinsic stressors, genetic predisposition, and mutation. Glucocorticoid ‘stress’ pathways converge on mitochondria; oxidative and nitrosative stresses in MDD are largely mitochondrial in origin; both initiate cascades promoting mitochondrial DNA (mtDNA) damage with disruptions to mitochondrial biogenesis and tryptophan catabolism. Mitochondrial dysfunction facilitates proinflammatory dysbiosis while directly triggering immuno-inflammatory activation via released mtDNA, mitochondrial lipids and mitochondria associated membranes (MAMs), further disrupting mitochondrial function and mitochondrial quality control, promoting the accumulation of abnormal mitochondria (confirmed in autopsy studies). Established and putative mechanisms highlight a mitochondrial nexus within the psycho-immune neuroendocrine (PINE) network implicated in MDD. Whether lowering neuronal resilience and thresholds for disease, or linking mechanistic nodes within the MDD pathogenic network, impaired mitochondrial function emerges as an important risk, a functional biomarker, providing a therapeutic target in MDD. Several treatment modalities have been demonstrated to reset mitochondrial function, which could benefit those with MDD.