Zinc is a trace element released from glutamatergic terminals, and modulates the pre- and postsynaptic areas, giving a diverse biological response. Zinc is a natural ligand that inhibits the N-methyl-d-aspartate (NMDA) receptor and regulates the excessive release of glutamate. Moreover, zinc exhibits an antidepressant-like profile, as demonstrated in both preclinical and clinical studies. Recent reports indicate that the GPR39 Zn²⁺-sensing receptor is an important target for zinc “transmission” (its activation modulates/induces diverse biochemical pathways involved in neuroprotection). Preclinical studies provide evidence that zinc deficiency leads to depressive-like behavior related to down-regulation of the GPR39 Zn²⁺-sensing receptor. Zinc binds to the GPR39 and triggers signals, leading to CRE-dependent gene transcription, resulting in increases in proteins such as brain-derived neurotrophic factor (BDNF), that plays a pivotal role in antidepressant action. Chronic administration of many antidepressants induces GPR39 up-regulation, which suggests that the Zn²⁺-sensing receptor may be considered as a new target for drug development in the field of depression.