Depression is a significant and persistent mood or low state of mind as the main performance of mental illness. Light therapy has attracted more and more attention due to its low side effects and low cost. Light therapy is a physical therapy method that uses artificial or natural light to prevent and cure diseases by using light of different duration and intensity. Animal and clinical trials have shown that light therapy can effectively relieve depressive symptoms. However, the neural mechanism of the antidepressant effect of light therapy is still not fully understood, and the application paradigm of light therapy is still controversial. This paper briefly introduces the clinical application light therapy in the seasonal depressive disorder (SDD), bipolar disorder (BD), sub-threshold depression (SD), major depressive disorder (MDD), perinatal depression (PPD), post stroke depression (PSD), and the underlying mechanisms of those effects of light therapy in anti-depression. Animal studies reveal that the effects of light on mood via intrinsically photosensitive retinal ganglion cells to perihabenular nucleus (ipRGC-PHb) pathway. A recent report demonstrated that activation of the disynaptic retina-vLGN/IGL-LHb pathway underlies the anti-depressive effects of light therapy. Monoamine neurotransmitter as well as cortisol are also involved in regulating depressive-like behaviors during light therapy. The current review provides potentially theoretical basis for the optimization and promotion of light therapy in anti-depression.