Depression is a multifactorial disorder that affects millions of people worldwide, and none of the currently available therapeutics can completely cure it. Thus, there is a need for developing novel, potent, and safer agents. Recent medicinal chemistry findings on the structure and function of the serotonin 2A (5-HT2A) receptor facilitated design and discovery of novel compounds with antidepressant action. Eligible papers highlighting the importance of 5-HT2A receptors in the pathomechanism of the disorder were identified in the content-screening performed on the popular databases (PubMed, Google Scholar). Articles were critically assessed based on their titles and abstracts. The most accurate papers were chosen to be read and presented in the manuscript. The review summarizes current knowledge on the applicability of 5-HT2A receptor signaling modulators in the treatment of depression. It provides an insight into the structural and physiological features of this receptor. Moreover, it presents an overview of recently conducted virtual screening campaigns aiming to identify novel, potent 5-HT2A receptor ligands and additional data on currently synthesized ligands acting through this protein.