Depression, also called "depression disorder," is characterized by a significant and persistent low mood. It has become a major refractory disease in the 21st century. In recent years, Chinese medicine has shown some important clinical value in the treatment of depression. Among them, the Warming and "Tonifying" Kidney-Yang Recipe (WTKYR) has been demonstrated to have obvious effects in the clinical treatments of depression; however, the mechanism remains unclear. This study is based on the adenylyl cyclase (AC)-cyclic adenosine monophosphate (cAMP)-protein kinase A (PKA)-cAMP response element-binding protein (CREB)-brain derived neurotrophic factor (BDNF) signaling pathway, aiming to investigate the mechanism of WTKYR. The results showed that WTKYR can upregulate AC-cAMP-PKA-CREB-BDNF in the hippocampus of depression model rats and alleviate its depressive symptoms, which may be the mechanism of WTKYR.