Objective: To observe changes in the molecular expression of the NLR Family Pyrin Domain Containing Protein 3 (NLRP3) pathway in depressed rats after treatment with Xiaoyaosan, and identify the regulatory mechanism of this compound. Methods: Male Sprague–Dawley rats were randomly divided into five groups with 12 rats in each group, including the control group, model group, Fluoxetine group, Xiaoyaosan group, and MCC950 group. A depression model was generated by chronic immobilization stress (induced by 3 h of restraint immobilization every day), and the drugs were administered at the same time in each group for 21 days. The effects of Xiaoyaosan on behavioral changes of depressed rats were observed through macroscopic characterization, body mass, open field experiments, and a sucrose preference test. The mRNA and protein expression of the NLRP3 signaling pathway was examined by fluorescence real-time quantitative PCR and Western blot assays. Results: The Xiaoyaosan group, Fluoxetine group, and MCC950 group rats showed improved depressive behavior and an increased weight of sucrose water consumption. The protein and mRNA expression levels of NLRP3, Caspase-1, and IL-1β were also decreased in the Fluoxetine, Xiaoyaosan, and MCC950 groups. Conclusion: NLRP3, Caspase-1, and IL-1β protein and mRNA expression levels were increased in the cortex of depressed rats, while Xiaoyaosan protected cortical tissue in these rats by decreasing NLRP3, Caspase-1, and IL-1β protein and mRNA expression.