BAs modulate depression pathogenesis through FXR, LXRs, and TGR5 receptors, orchestrating neuroinflammation (via NF-κB/NLRP3 suppression), gut microbiota metabolism (via GLP-1/FGF19 regulation), and neural plasticity (via BDNF/CREB activation). Here, NLRP3 is linked to depressive disorder.