Psychotherapy is a well-established method of treating many mental disorders. It has been proven that psychotherapy leads to structural and functional changes in the brain; however, knowledge about the molecular and cellular mechanisms of these changes is limited. Neuroplasticity and one of its mediators, brain-derived neurotrophic factor (BDNF), are potential research targets in this field. To define the role of BDNF concentration in serum, or in plasma, and BDNF promoter gene methylation in saliva or leucocytes, in psychotherapy, an extensive literature search was conducted in the PubMed and Web of Science databases. The literature review was conducted based on papers published up until May 2021 that included pre and post psychotherapy measurements of either BDNF concentration levels or promoter gene methylation status. Ten studies were indicated as eligible for analysis: eight studies that investigated peripheral BDNF concentration levels, one study that investigated methylation status, and one study that included an evaluation of both subject matters. Patients underwent cognitive behavioral therapy or interpersonal psychotherapy. Patients were diagnosed with borderline personality disorder, major depressive disorder, anorexia nervosa, bulimia nervosa, or post-traumatic stress disorder. There were only three of the nine studies that showed statistically significant increases in BDNF concentration levels after psychotherapy. The two studies that involved BDNF gene methylation status showed a decrease in methylation after dialectical behavioral therapy of borderline patients.