Human microbiota is known to influence immune and cerebral responses by direct and/or indirect mechanisms, including hypothalamic-pituitary-adrenal axis signaling, activation of neural afferent circuits to the brain, and by altering the peripheral immune responses (cellular and humoral immune function, circulatory inflammatory cells, and the production of several inflammatory mediators, such as cytokines, chemokines, and reactive oxygen species). The inflammatory responses in the nasal mucosa (rhinitis) or paranasal sinuses (chronic rhinosinusitis) are dual conditions related with a greater risk for developing depression. In the nasal cavity, anatomic components of the olfactive function are in direct contact with the CNS through the olfactory receptors, neurons, and axons that end in the olfactory bulb and the entorhinal cortex. Local microbiome alterations (dysbiosis) are linked to transepithelial translocation of microorganisms and their metabolites, which disrupts the epithelial barrier and favors vascular permeability, increasing the levels of several inflammatory molecules (both cytokines and non-cytokine mediators: extracellular vesicles (exosomes) and neuropeptides), triggering local inflammation (rhinitis) and the spread of these components into the central nervous system (neuroinflammation). In this review, we discuss the role of microbiota-related immunity in conditions affecting the nasal mucosa (chronic rhinosinusitis and allergic rhinitis) and their relevance in major depressive disorders, focusing on the few mechanisms known to be involved and providing some hypothetical proposals on the pathophysiology of depression.