NLRP3 and major depressive disorder: Therefore, in this study, we aimed to show that taVNS modulates the depression‐like phenotype induced by a high‐fat diet in ZDF rats and investigate the effect of taVNS on neuroinflammatory markers such as P2X7R, NLRP3, and IL‐1β in microglia to elucidate the central antidepressant mechanism of taVNS in ZDF rats.