A role for inflammation and related cytokines in MDD was first suggested in the 1980’s and since then evidence has accumulated in support of this hypothesis (Ader and Cohen, 1993; Maes, 1995; Maier et al., 1994; Tecoma and Huey, 1985). There have been several excellent reviews of this work, but the current paper examines a novel aspect of the immune-inflammation process in the response to stress and depression: that interkeukin-1β (IL-1β) and its regulator, “the Nod-like receptor (NLR) family, pyrin domain-containing 3 (NLRP3) inflammasome”, are a bridge between psychological stress and depression. Related to this hypothesis is the possibility that the inflammasome provides a bidirectional pathway between depression and comorbid systemic illnesses, suggesting novel strategies for treating depression.