Depression is the most frequent neuropsychiatric complication after a stroke. Post-stroke depression has a significant impact on the outcome and prognosis of affected patients. Its diagnosis is complex and currently based only on clinical parameters. In recent years, efforts have been made to find biomarkers related to post-stroke outcomes, including complications such as depression. We carried out a systematic review of the literature looking for studies that investigated biomarkers associated with post-stroke depression (PSD) in Medline, Lilacs and PsycInfo databases. The results of 37 studies are discussed, describing the evidence for each evaluated biomarker. In conclusion, no evidence was found supporting the use of a particular biomarker for PSD. However, several changes were observed in inflammatory balance, oxidative stress, glutamatergic neurotransmission, production of neurotrophic factors, and genetic susceptibility that can be related to PSD. Research in the area of post-stroke biomarkers has the potential to provide personalized approach of stroke patients, also aiding in the diagnosis and understanding of the pathophysiology of this common neuropsychiatric complication.