Depression and anxiety disorder are the most common mental disorders worldwide and their treatments are combinations of pharmacological and psychotherapeutic approaches. Depression treatment depends largely on a pharmacotherapy that improves the transmission of monoamines in the brain. However, the drugs available have adverse reactions and do not contemplate positively all patients, which stimulates scientific research that seeks new molecules, including from natural sources. Lectins are proteins capable of binding reversibly and non-covalently to specific sugars. For example, it has been reported the antimicrobial, antitumor, antiparasitic, anti-inflammatory and antinociceptive activities of lectins. The ability of some lectins in modulating nociception and inflammation stimulated studies on the possible effects on processes that share some pathways and molecular agents, like depression and anxiety. Lectins isolated from plants showed antidepressant effects, which were demonstrated to be linked to activation of serotonergic, adrenergic, and dopaminergic systems as well as to inhibition of the glutamatergic system and L-arginine–NO–cGMP pathway. In view of their immunomodulatory properties, it is also suggested that lectins can ameliorate the inflammatory framework associated with depression. Anxiolytic effects were also reported and associated with modulation of GABAergic mechanisms, serotonergic system, and NO pathway. It should be taken in account that some lectins induced depressive-like behavior, associated with an neuroinflammatory action, as well anxiogenic action. Thus, it is important to use combinations of batteries for testing anxiety, depression, despair, and anhedonia behaviors in the studies with lectins. The mechanisms by which lectins exactly modulate depression or anxiety frameworks are still unclear but important windows had already been open by researchers and preclinical studies with lectins have indicated these proteins as candidates for alternative or complementary agents in therapies of depression and anxiety disorder.