In professional sport, the mental health of elite athletes is a major concern. Given its high prevalence and the potential for multifaceted and severe consequences, major depressive disorder is one of the greatest concerns with respect to the mental health of elite athletes. The purpose of this chapter is to provide a review of major depressive disorder and depressive symptoms within the elite sport research literature. Along with information on the epidemiology of depressive symptoms, risk and protective factors will also be examined. Strategies to enhance diagnosis, treatment, management, and recovery, including culturally situated mental health literacy, will also be discussed. The chapter will conclude with suggestions for future research and clinical and organizational intervention. Collective action amongst mental health researchers and practitioners, as well as athletes, coaches, staff, and their families, can help drive continual improvements in the prevention and treatment of major depressive disorders and depressive symptoms.