Depression is associated with a significant burden on individuals, families, and communities. It leads to impaired social and occupational functioning, increased disability, decreased quality of life, and higher mortality rates, often due to suicide. A recent estimate from the World Health Organization (WHO) states that over 280 million people of all ages suffer from depression, which equals approximately 3.8% of the world population. Despite effective treatments for mental disorders, a dire treatment gap persists. This treatment gap could be reduced by effective and available diagnostic methods that have the potential to aid in depression diagnosis, stratification of patient subgroups, and treatment monitoring. In this regard, salivary hormones have been studied as potential markers for different types and etiologies of depression due to the convenience of non-invasive sample collection and their correlation with certain aspects of mood and mental health. The literature suggests they can help clinicians assess an individual's stress response, hormonal imbalances, and treatment response, leading to more personalized and effective interventions. In this review, we offer an up-to-date look at all studied salivary hormones associated with depression, including Cortisol, Melatonin, Oxytocin, Serotonin, Dehydroepiandrosterone, Testosterone, Progesterone, and Estradiol.