In the scientific review, in order to comprehensively cover and conceptualize psychotic depression, a systematic review of the literature is conducted, potential biochemical, neuroimaging, genetic and pathophysiological biomarkers of psychotic depression, as well as psychopharmacological and non-drug approaches to its treatment are considered. A comparative analysis of psychotic and non-psychotic depression, depression in the structure of schizophrenia, and bipolar depression was carried out. The place of psychotic depression in the current classifications of mental disorders-ICD-10 and DSM-5, as well as in the light of the transition to ICD-11, is considered. It is concluded that despite a number of serious reasons that allow us to consider psychotic depression as a separate disease, the question remains open.