Major depressive disorder (MDD) results from interactions between genetic and environmental factors, contributing to neuroinflammation and neurodegeneration. Chronic stress, poor diet, and environmental toxins exacerbate inflammatory responses, leading to neuronal dysfunction and disease progression. Stress-induced activation of the hypothalamic–pituitary–adrenal (HPA) axis promotes a pro-inflammatory state, impairing neuroplasticity and cognition. Likewise, unhealthy diets disrupt gut microbiota, increasing systemic inflammation, while anti-inflammatory diets offer neuroprotection. Exposure to air pollutants and heavy metals induces oxidative stress and mitochondrial dysfunction, further worsening neuroinflammation. Genetic predisposition influences inflammatory responses, with polymorphisms in interleukin-6 (IL-6), tumor necrosis factor-alpha (TNF-α), and brain-derived neurotrophic factor (BDNF), affecting MDD susceptibility and neuronal resilience. Given the inflammatory basis of MDD, treatment should extend beyond traditional monoaminergic therapies. Emerging approaches, including ketamine and monoclonal antibodies targeting inflammatory pathways, show promise. Lifestyle interventions such as physical exercise and anti-inflammatory diets may complement pharmacological treatments by reducing neuroinflammation and promoting neuronal health. This chapter explores the complex interactions between genetic and environmental factors in MDD, emphasizing their role in neuroinflammation and highlighting potential therapeutic strategies.