Depression is associated with chronic, low-grade inflammation and immune activation, along with increased oxidative and nitrosative stress (O&NS), contributing to neuroprogression. This review explores how inflammation and O&NS may mediate environmental risk factors for depression, such as psychosocial stress, poor diet, physical inactivity, obesity, smoking, gut permeability, atopy, dental issues, sleep disturbances, and vitamin D deficiency. These factors are linked to systemic inflammation and may play a role in other psychiatric disorders like bipolar disorder, schizophrenia, autism, and PTSD. Stress and trauma are strongly linked to depression, with psychosocial stressors increasing pro-inflammatory cytokines and activating inflammatory pathways. Diet quality is also crucial, with high-quality diets reducing inflammation and lower-quality diets increasing it. Exercise reduces inflammation and improves mood, while sedentary behavior increases it. Obesity is an inflammatory state, with adipose tissue producing inflammatory cytokines. Smoking increases systemic inflammation and O&NS, contributing to depression. Gut permeability and the microbiome may mediate depression through bacterial translocation and immune responses to lipopolysaccharides (LPS). Atopic disorders involve inflammatory responses and are linked to depression. Periodontal diseases are inflammatory and may contribute to depression through systemic inflammation. Sleep disturbances are associated with increased inflammation and depression. Vitamin D deficiency is linked to depression and inflammation. Inflammatory and immune activation are also present in other psychiatric disorders like mania, schizophrenia, and PTSD. These findings suggest that inflammation and O&NS are key mediators in depression and other psychiatric disorders, with potential therapeutic and preventative interventions.Depression is associated with chronic, low-grade inflammation and immune activation, along with increased oxidative and nitrosative stress (O&NS), contributing to neuroprogression. This review explores how inflammation and O&NS may mediate environmental risk factors for depression, such as psychosocial stress, poor diet, physical inactivity, obesity, smoking, gut permeability, atopy, dental issues, sleep disturbances, and vitamin D deficiency. These factors are linked to systemic inflammation and may play a role in other psychiatric disorders like bipolar disorder, schizophrenia, autism, and PTSD. Stress and trauma are strongly linked to depression, with psychosocial stressors increasing pro-inflammatory cytokines and activating inflammatory pathways. Diet quality is also crucial, with high-quality diets reducing inflammation and lower-quality diets increasing it. Exercise reduces inflammation and improves mood, while sedentary behavior increases it. Obesity is an inflammatory state, with adipose tissue producing inflammatory cytokines. Smoking increases systemic inflammation and O&NS, contributing to depression. Gut permeability and the microbiome may mediate depression through bacterial translocation and immune responses to lipopolysaccharides (LPS). Atopic disorders involve inflammatory responses and are linked to depression. Periodontal diseases are inflammatory and may contribute to depression through systemic inflammation. Sleep disturbances are associated with increased inflammation and depression. Vitamin D deficiency is linked to depression and inflammation. Inflammatory and immune activation are also present in other psychiatric disorders like mania, schizophrenia, and PTSD. These findings suggest that inflammation and O&NS are key mediators in depression and other psychiatric disorders, with potential therapeutic and preventative interventions.