We previously reported that penta-acetyl geniposide ((Ac)5GP, an acetylated derivative of geniposide) exhibited better pharmacological functions than geniposide, a major active component of Gardenia jasminoides Ellis. This study demonstrated the antidepressant-like effects of (Ac)5GP and its involved mechanisms using a rat depression model caused by chronic unpredictable mild stress (CUMS). Behavioral tests including sucrose preference, open field and forced swimming were applied to evaluate depression symptoms. IL-1β, IL-6 and TNF-α mRNA and protein levels in prefrontal cortex (PFC) were respectively measured by quantitative PCR and ELISA. The protein levels of IκBα, p-IκBα, NF-κB p65, NLRP3, pro- and mature-IL-1β in PFC were determined by western blot. The activity of hypothalamic–pituitaryadrenal (HPA) axis was also measured. (Ac)5GP treatment alleviated the CUMS-induced depressive-like behaviors in rats, as indicated by increased sucrose intake, increased total crossing and rearing numbers, improved central activity and reduced immobility time. (Ac)5GP reversed the CUMS-induced elevations of IL-1β, IL-6 and TNF-α mRNA and protein levels in PFC. (Ac)5GP reduced degradation and phosphorylation of IκBα and protein level of nuclear NF-κB p65 in PFC. (Ac)5GP also decreased the mRNA and protein levels of NLRP3 and reduced the ratio of mature-IL-1β protein over total IL-1β protein (pro-IL-1β + mature-IL-1β) in PFC. Moreover, (Ac)5GP reduced serum levels of adrenocorticotropic hormone/corticosterone and mRNA level of hypothalamic corticotrophin-releasing hormone. In conclusion, (Ac)5GP treatment improved the depressive-like behaviors in CUMS rats perhaps by suppressing neuroinflammation in PFC and inhibiting activations of NF-κB and NLRP3 and also attenuating HPA axis hyperactivity.