This review explores the role of inflammatory mechanisms in the pathogenesis and prognosis of Major Depressive Disorder (MDD). It highlights the involvement of central and peripheral inflammation, as well as gut dysbiosis, in the development of MDD. Pro-inflammatory cytokines (IL-1β, IL-6, IL-18, and TNF-α) increase in individuals with depression, leading to neuroinflammation and peripheral inflammation. These processes contribute to gut microbiota dysbiosis, altering tryptophan metabolism and reducing serotonin synthesis. Neuroinflammation and gut dysbiosis also impair neuroplasticity and glutamate-mediated excitotoxicity. The review discusses the anti-inflammatory effects of physical exercise, probiotics, and nutraceuticals (agmatine, ascorbic acid, and vitamin D) as potential therapeutic approaches for MDD. It emphasizes the need for further research to explore these alternative therapies, given the limitations of current antidepressants and the association between poor response to classic antidepressants and aberrant inflammatory processes. The review also delves into the neurobiology of MDD, including the role of the hypothalamic-pituitary-adrenal (HPA) axis, the glutamatergic system, and the gut-brain axis. It provides a detailed explanation of neuroinflammation, focusing on the activation of glial cells (microglia and astrocytes) and the peripheral immune system, and their impact on MDD. The review concludes by discussing the bidirectional connections between gut microbiota and the brain, highlighting the importance of gut health in mental health and the potential therapeutic benefits of targeting these mechanisms in MDD.This review explores the role of inflammatory mechanisms in the pathogenesis and prognosis of Major Depressive Disorder (MDD). It highlights the involvement of central and peripheral inflammation, as well as gut dysbiosis, in the development of MDD. Pro-inflammatory cytokines (IL-1β, IL-6, IL-18, and TNF-α) increase in individuals with depression, leading to neuroinflammation and peripheral inflammation. These processes contribute to gut microbiota dysbiosis, altering tryptophan metabolism and reducing serotonin synthesis. Neuroinflammation and gut dysbiosis also impair neuroplasticity and glutamate-mediated excitotoxicity. The review discusses the anti-inflammatory effects of physical exercise, probiotics, and nutraceuticals (agmatine, ascorbic acid, and vitamin D) as potential therapeutic approaches for MDD. It emphasizes the need for further research to explore these alternative therapies, given the limitations of current antidepressants and the association between poor response to classic antidepressants and aberrant inflammatory processes. The review also delves into the neurobiology of MDD, including the role of the hypothalamic-pituitary-adrenal (HPA) axis, the glutamatergic system, and the gut-brain axis. It provides a detailed explanation of neuroinflammation, focusing on the activation of glial cells (microglia and astrocytes) and the peripheral immune system, and their impact on MDD. The review concludes by discussing the bidirectional connections between gut microbiota and the brain, highlighting the importance of gut health in mental health and the potential therapeutic benefits of targeting these mechanisms in MDD.