At present, there is still a lack of objective indicators that can be used to assist in the diagnosis and treatment evaluation of major depressive disorder (MDD). Eye tracking technology can record the individuals' fixation, scan and visual exploration patterns in real-time during visual information processing. It provides the objective process indicators for studying emotional information processing abnormalities in MDD. This article reviews the major experimental paradigms used in eye-tracking studies of depression. The research progress of eye-tracking technology in the auxiliary diagnosis, differential diagnosis and treatment evaluation of MDD is particularly summarized. The existing problems and future development directions are also analyzed. It aims to provide reference for the objective evaluation and clinical application of MDD.