In this review, we sum up recent research about the role of the effects of autophagy on NLRP3 inflammasome in Alzheimer’s disease, chronic cerebral hypoperfusion, Parkinson’s disease, depression, cerebral ischemia/reperfusion injury, early brain injury after subarachnoid hemorrhage, and experimental autoimmune encephalomyelitis and analyzed the related mechanism to provide theoretical reference for the future research of inflammatory neurological diseases. This evidence concerns the gene NLRP3 and depressive symptom measurement.