Major depressive disorder (MDD) affects people worldwide. MDD treatments include antidepressants, which involve a delayed onset of action, long-term treatment, side effects and, frequently, only partial efficacy. The lack of access to the living brain, and the complex and still poorly elucidated pathophysiology of MDD, hinders treatment development. There is not only a need for new treatment strategies, but also for new approaches to investigating the pathophysiology of MDD. Light therapy is a well-established treatment acting through the retina. Since the retina is part of the central nervous system, it has been suggested as a useful area for investigating mental illness. In this article, we will first set out the evidence that MDD affects the retina's structure and function. We will then review studies evaluating the efficacy of light therapy in unipolar non-seasonal MDD. Finally, we discuss the disruption of melatoninergic pathways in MDD, its assessment through the retina and the treatment of this disruption with light therapy.