Major depressive disorder (MDD) is a highly prevalent psychiatric disorder and a leading cause of disability worldwide. Brain-derived neurotrophic factor (BDNF), a signaling protein responsible for promoting neuroplasticity, is highly expressed in the central nervous system but can also be found in the blood. Since impaired brain plasticity is considered a cornerstone in the pathophysiology of MDD, measurement of BDNF in blood has been proposed as a potential biomarker in MDD. The aim of our study is to systematically review the literature for the effects of antidepressant treatments on blood BDNF levels in MDD and the suitability of blood BDNF as a biomarker for depression severity and antidepressant response. We searched Pubmed® and Cochrane library up to March 2024 in a systematic manner using Medical Subject Headings (MeSH). The search resulted in a total of 42 papers, of which 30 were included in this systematic review. Generally, we found that patients with untreated MDD have a lower blood BDNF level than healthy controls. Antidepressant treatments increase blood BDNF levels, and more evidently after pharmacological than non-pharmacological treatment. Neither baseline nor change in the blood BDNF level correlates with depression severity or treatment outcome, which undermines its use as a biomarker in MDD. Our review also highlights the importance of considering factors influencing the accuracy and reproducibility of BDNF measurements. We summarize considerations to help obtain more robust blood BDNF values and compile a list of recommendations to help streamline assessment of blood BDNF levels in future studies.