According to Bowlby’s theory of attachment, the mother–child emotional bond is shaped in the first year of life. However, according to the neurodevelopmental theory of depression, this process begins much earlier, because emotional experiences from three periods of life (prenatal period, early childhood, adolescence) are of key importance for the appearance of the disease. Nerve connections forming at the time, forming the foundations of our personality, are based on the predominance of the limbic system with the amygdala and hippocampus over the “rational brain” (frontal cortex). In our opinion, the role of the oxytocin system described in the presented article may play an important role in shaping these connections, as a “social peptide” conditioning our ability to create relationships. This ability is a kind of vaccine against depression. The aim of the article is to present the latest reports related to the possible role of oxytocin in the etiology and course of depression. We have reviewed the latest literature, mainly English-language, using the Pubmed/MEDLINE database for this purpose (until 31/05/2018). We based our search on the terms: depressive disorders, oxytocin, attachment, and mother-child relationship. In the analysis, we used articles that were characterised by the highest methodological and substantive correctness.