Depression is a prevalent mental illness, affecting a significant portion of the global population. Recent research has highlighted the crucial role of the gut microbiota in both metabolic and central nervous health. By reviewing literature from various databases, including Pubmed, Science Direct, Web of Science, and Scopus, spanning the years 2005-2023, a comprehensive search was conducted using keywords such as "Depression" and "Gut Microbiota". The gut microbiota acts as a "second brain" in humans and can communicate bidirectionally with the brain through the Brain-gut-microbiota axis pathway. This communication involves the immune and nervous systems. However, there are challenges in detecting and treating depression effectively. To address these limitations, researchers have been exploring the relationship between gut microbiota and depression. Studies have shown that gut microbial metabolites, such as lipopolysaccharides and short-chain fatty acids, can induce pro-inflammatory cytokines that contribute to neuroinflammation and increase the risk of depression. The kynurenine pathway, triggered by gut microbial metabolites, has also been associated with neuroinflammation. Thus, investigating these microbial metabolites can provide insights into depression treatment. This review focuses on analyzing the connection between gut microbial metabolites, inflammation, and depression. It explores novel mechanisms contributing to depression, specifically focusing on the mediation of inflammation through the release of pro-inflammatory cytokines. The objective is to provide valuable insights into the mechanisms underlying depression and to propose potential treatments.