Did you ever wonder why some images have their sharpness exactly there where the photographer wants you to look at while in others everything appears sharp?
The depth of field is that range in the room in front of the lens, that appears sharp in the image. The lens is focussed to one distinct distance in which everything is projected sharp on the sensor or film.
Well, some range in front of this focal distance is still sharp enough to appear sharp, so is some range behind the focal distance. (very roughly 1/3rd before the focal distance and 2/3rd behind) This range is the depth of field.
There are two factors influencing the depth of field.
On one hand that is the reproduction scale. The larger the motif appears on the sensor or film, the larger is the scale. So the closer you get to the motif the larger is the scale and the more you zoom in (the longer the focal length is), the larger is the scale and vice versa.
A large reproduction scale will lead to rather small depth of field while a small one allows for significant depth of field.
On the other hand it is the aperture that influences the depth of field. We will have a closer look at this effect. To make a long story short: The smaller the opening of the aperture is (eg. 22) the longer is the depth in which everything appears sharp enough while a wide opening (eg. 2.8) will lead to rather small depth of field.
Have a look at these example pictures, which I took in AV (A) mode with Auto-ISO in the Zoo Wilhelma in Stuttgart. Using AV (or A respectively), that is the time automatic, the photographer sets the aperture level and the camera chooses an appropriate exposure time. Using Auto-ISO enabled me to take those pictures free hand.
These pictures were taken using a Canon EOS 7D with the EF 100mm 2.8 USM macro lens.