Transcutaneous auricular vagus nerve stimulation can reduce the depression‐like behaviors of high‐fat diet‐induced ZDF rats by modulating the anti‐inflammatory effects generated by the P2X7R/NLRP3/IL‐1β signaling pathway in the PFC, which provides a promising mechanism for taVNS clinical treatment of diabetes combined with depression. This evidence concerns the gene NLRP3 and depressive disorder.