Depression, also known as major depressive disorder (MDD), is an emotional disorder characterized by low mood, decreased interest, and lack of energy, which imposes a heavy burden on families and society. Neuromodulation technology has made significant progress in improving depressive symptoms by using invasive or non-invasive methods, such as electricity and magnetism, to regulate neural activity in specific areas of the brain. Determining objective evaluation indicators can provide reliable basis for the development of neural regulation strategies and efficacy evaluation in MDD. This article systematically reviews the latest application progress of non-invasive neural regulation techniques such as transcranial magnetic stimulation (TMS), transcranial electrical stimulation (TES), and transcranial ultrasound stimulation (TUS), as well as invasive neural regulation techniques such as deep brain stimulation (DBS), optogenetics, and chemical genetics in MDD. The focus is on exploring behavioral, neuroimaging, and neurophysiological evaluation indicators of neural regulation, providing direction for the development of precise and personalized neural regulation schemes and assessment tools for MDD in the future.