Background: Depression is a mental disorder with emotional, physiological, and behavioral symptoms. Natural polysaccharides have attracted attention for their low toxicity and potential to improve depression, possibly through modulation of gut microbiota and related metabolic pathways. This systematic review aimed to summarize preclinical evidence on the antidepressant efficacy of natural polysaccharides and explore putative mechanisms involving the microbiota-gut-brain axis. Methods: Following Preferred Reporting Items for Systematic reviews and Meta-Analyses (PRISMA) guidelines, a comprehensive literature search was performed in PubMed, Web of Science, and Embase for studies up to October 4, 2025. Results: Twenty preclinical studies met the inclusion criteria. Polysaccharide treatment was generally associated with improved depression-like behaviors, normalized neurotransmitter levels, and reduced inflammation and oxidative stress. These effects were accompanied by changes in intestinal barrier function, gut microbiota composition, and short-chain fatty acid metabolism. However, substantial heterogeneity and a high risk of bias across the included studies limit causal interpretation. Conclusion: Natural polysaccharides show potential antidepressant effects in preclinical models, but the current evidence is preliminary. Well-designed translational and clinical studies are needed to advance these findings. Systematic review registration: https://www.crd.york.ac.uk/PROSPERO/view/CRD420261284093, identifier PROSPERO, CRD420261284093.