Depression, a common mood disorder, has a complex pathogenesis. In recent years, the accelerated pace of life has been accompanied by an increase in the prevalence rate of depression, leading to extensive attention being given to this condition. External stress and inflammation synergize to damage blood vessel and brain functions, induce immune disorders, cause microglia activation, and increase the expression of pro-inflammatory cytokines and their receptors. Inflammatory reactions continue to escalate, which affects the normal metabolism and metabolism of the neurotransmitter system. The abnormal functioning of molecular pathways leads to mutations in brain cell and nerve genes, and further formation of the immune-inflammation-neuron cycle pathway becomes an important mechanism in the occurrence and development of depression. A large number of studies have shown that traditional Chinese medicines can improve depression symptoms by restoring neuroimmune inflammation homeostasis. This article explains neuroimmune inflammation’ s close connection with depression and its pathogenesis and reviews the role of various traditional Chinese medical therapies in improving and treating depression by participating in the regulation of neuroimmune inflammation. This review provides new perspectives on the precise treatment of depression and the development of immune-targeted drugs.