Depression is a common and serious psychiatric disorder, the pathogenesis of which remains incompletely elucidated. Currently, there are several hypotheses about the pathogenesis of depression, and the latest evidence suggests that neuroinflammation is closely associated with the onset and development of depression. With the advancement of neuroscientific technology, the role of astrocytes in depression has been receiving increasing attention. Studies have shown that depression is associated with astrocyte-mediated neuroinflammation, in which microglia, the NF-κB signaling pathway, and NLRP inflammasomes are involved, providing potential targets for the treatment of depression. In this article, we review the research progress on astrocyte-mediated neuroinflammation associated with depression.