Chronic stress can provoke depressive-like behaviors through activation of inflammation and apoptosis, leading to a reduction of neurons. Antidepressant therapy may contribute to inhibiting inflammation responses and have neuroprotective effects. Baicalin (BA) has an antidepressant effect in the chronic unpredictable mild stress (CUMS) animal model and exerts anti-inflammation, anti-apoptosis, as well as neuroprotective effects in many central nervous system (CNS)-related diseases. But the effects of BA on neuroprotection, apoptosis, and neuroinflammation and the potential mechanisms in depression are unclear. Here, we focused on examining the therapeutic effects of BA in CUMS-induced depression rats and investigating the molecular mechanisms. Results showed that administration of BA improved depressive-like behaviors and significantly increased the levels of doublecortin (DCX), Neuron-specific enolase (NSE), and Brain-derived neurotrophic factor (BDNF) in hippocampus. Furthermore, administration of BA increased the cell survival by reducing the level of malondialdehyde (MDA) and increasing the level of superoxide dismutase (SOD). Finally, administration of BA significantly decreased CUMS-induced apoptosis and inflammatory cytokines (caspase-1 and IL-1β) in hippocampus. These responses were mediated by Glycogen synthase kinase-3 (GSK3) β/Nuclear factor-κB (NF-κB)/Nucleotide-binding domain, leucine-rich repeat, pyrin domain containing protein 3 (NLRP3) signal pathway. Taken together, these results indicate that BA could promote neuronal maturation and rescue neurons from apoptosis via inhibiting activation of GSK3β/NF-κB/NLRP3 signal pathway that is known to be associated with inflammation, thus exerting neuroprotective effects and preventing CUMS-induced depressive-like behaviors.