The aim of the study was to investigate the influence of naringenin (NGN) and its methylated derivatives (50 or 100 mg kg−1) on finasteride-caused depression-like performance in mice to identify the effects on behavior and biomarkers of inflammation in the management of depression. Depression-like behavior was induced by repeated dose of finasteride (100 mg kg−1, subcutaneously) in mice. The effects of the naringenin (50 or 100 mg kg−1) or its methylated derivatives (Ngn-M; 50 or 100 mg kg−1 or Ngn-DM; 50 or 100 mg kg−1) and duloxetine (DXT, 10 mg kg−1) were evaluated for the immobility time in tail suspension and forced swimming tests following finasteride pre-treatment. The levels of brain pro-inflammatory cytokines such as IL-1β and TNF-α were also measured by Enzyme-Linked Immunosorbent Assay to further evaluate the impact of naringenin and its methylated derivatives on inflammation. Pre-treatment with finasteride substantially increased both the immobility time spent in tail suspension and forced swimming tests and brain levels of IL-1β and TNF–α in mice. Doluxetine (DLX) was given at a dose of 10 mg kg−1, and Naringenin or its methylated derivatives were given at doses of 50 and 100 mg kg−1 orally. It reduced immobility time in both tests, restored the preference to sucrose solution, and normalized cytokine levels (p < 0.01) in mice. Similar effects were observed with DTX (10 mg kg−1) as positive control. The increased brain levels of malondialdehyde (MDA) or nitrite were considerably (p < 0.05) decreased while substantially (p < 0.05) increased glutathione (GSH), superoxide dismutase (SOD), and catalase (CAT) levels after finasteride pre-treatment relative to vehicle-control by naringenin or its methylated derivatives (50 or 100 mg kg−1). These findings demonstrated the potential for methylated flavonoids as safe and effective anti-depressive agents.