Depression is characterised by high prevalence and complex, heterogeneous psychopathology. At the level of aetio-pathology, considerable research effort has been invested to identify specific gene polymorphisms associated with increased depression prevalence. Genome-wide association studies have not identified any risk polymorphisms, and candidate gene case-control studies have identified a small number of risk polymorphisms. It is increasingly recognised that interaction between genotype and environmental factors (G×E), notably stressful life events, is the more realistic unit of depression aetio-pathology, with G×E evidence described for a small number of risk polymorphisms. An important complementary approach has been to describe genes exhibiting brain region-specific expression changes in depression. Mouse models of depression informed by the human evidence allow for the study of causality, but to-date have also yielded limited insights into depression aetio-pathology. This review of the translational evidence integrates human and mouse research approaches and evidence. It also makes specific recommendations in terms of how future research in human and mouse should be designed in order to deliver evidence for depression aetio-pathology and thereby to inform the development of novel and improved antidepressant treatments.