Neuroinflammation is a biological process by which the central nervous system responds to stimuli/injuries affecting its homeostasis. So far as this reactive response becomes exacerbated and uncontrolled, it can lead to neurodegeneration, compromising the cognitive and neuropsychiatric domains. Parallelly, modifications in the hypothalamic signaling of neuroprotective hormones linked also to the inflammatory responses of microglia and astrocytes can exacerbate these processes. To complicate the picture, modulations in the gut microbiota (GM) can induce changes in neuroinflammation, altering cognitive and neuropsychiatric functioning. We conducted a web-based search on PubMed. We described studies regarding the cross-talk among microglia and astrocytes in the neuroinflammation processes, along with the role played by the steroid hormones, and how this can reflect on cognitive decline/neurodegeneration, in particular on Alzheimer's Disease (AD) and its neuropsychiatric manifestations. We propose and support the huge literature showing the potentiality of complementary/alternative therapeutic approaches (nutraceuticals) targeting the sustained inflammatory response, the dysregulation of hypothalamic system and the GM composition. NF-κB and Keap1/Nrf2 are the main molecular targets on which a list of nutraceuticals can modulate the altered processes. Since there are some limitations, we propose a new intervention natural treatment in terms of Oxygen-ozone (O-O) therapy that could be potentially used for AD pathology. Through a meta-analytic approach, we found a significant modulation of O on inflammation-NF-κB/NLRP3 inflammasome/Toll-Like Receptor 4 (TLR4)/Interleukin IL-17α signalling, reducing mRNA (p<0.00001 Odd Ratio (OR)=-5.25 95% CI:-7.04/-3.46) and protein (p<0.00001 OR=-4.85 95%CI:-6.89/-2.81) levels, as well as on Keap1/Nrf2 pathway. Through anti-inflammatory, immune, and steroid hormones modulation and anti-microbial activities, O at mild therapeutic concentrations potentiated with nutraceuticals and GM regulators could determine combinatorial effects impacting on cognitive and neurodegenerative domains, neuroinflammation and neuroendocrine signalling, directly or indirectly through the mediation of GM.