Depression is a serious psychiatric disorder that imposes a heavy burden on patients and society. As a widely consumed beverage, coffee is rich in various bioactive components such as caffeine, chlorogenic acid, and diterpenes. Previous studies have indicated that these components may play a role in the prevention and treatment of depression by inhibiting neuroinflammation, combating oxidative stress, and regulating neurotransmitters. Epidemiological studies have demonstrated a significant association between moderate coffee consumption and a reduced risk of depression. This article systematically reviews the antidepressant mechanisms of coffee's bioactive components and related population-based studies, aiming to provide a scientific reference for rational coffee consumption.