Subsequently, we focus on the key signaling pathways bridging these processes, including cyclic GMP-AMP synthase (cGAS) stimulator of interferon genes (STING), nuclear factor kappa-B (NF-κB), Janus kinase (JAK)/signal transducer and activator of transcription (STAT) and nuclear factor erythroid 2-related factor 2 (Nrf2), and elucidate how this inflammation-ferroptosis vicious cycle contributes to depression. Here, NFKB1 is linked to depressive disorder.