Dysfunction of the glial cells, such as astrocytes and microglia, is one of the pathological features in many psychiatric disorders, including depression, which emphasizes that glial cells driving neuroinflammation is not only an important pathological change in depression but also a potential therapeutic target. In this review, we summarized a recent update about several signaling pathways in which glial cells may play their roles in depression through neuroinflammatory reactions. We focused on the basic knowledge of these signaling pathways by elaborating each of them. This review may provide an updated image about the recent advances on these signaling pathways that are essential parts of neuroinflammation involved in depression.