A significant portion of patients suffer from depression, a common and crippling mental illness that is frequently made worse by treatment resistance, even though there are effective antidepressants available. Poor central nervous system (CNS) drug bioavailability, delayed onset of action, and systemic side effects make treatment-resistant depression (TRD) complicated to manage. These restrictions highlight the necessity of innovative drug delivery techniques that can improve brain targeting while reducing exposure to the periphery. Direct nose-to-brain delivery of antidepressants is now possible thanks to intranasal nanocarrier-based systems, which have shown promise in overcoming the blood–brain barrier (BBB). Polymeric nanoparticles offer sustained release and tenable surface modification for targeted delivery; nano-emulsions, particularly in situ gels, facilitate rapid drug absorption for a quicker therapeutic onset; and nanostructured lipid carriers (NLCs) offer high drug loading, superior stability, and excellent muco-adhesion for lipophilic drugs. Preclinical research shows that SSRIs, SNRIs, and related antidepressants have better behavioural outcomes, better pharmacokinetics, and increased brain bioavailability. These results demonstrate the potential of intranasal nanocarriers to enhance therapeutic efficacy, reduce systemic adverse effects, and overcome BBB barriers. Prospects for the future include integrating advanced targeting ligands, optimising formulations for long-term use, ensuring nasal mucosal safety, and conducting clinical translation studies to confirm safety and efficacy in humans. All things considered, intranasal nanocarrier systems are a revolutionary approach to treating TRD and quickening antidepressant treatment.