Depression is a kind of mental illness that endangers the quality of life among human beings all over the world. It has the characteristics of high morbidity, high disease burden, and high disability rate. Despite the availability of several antidepressants targeting monoamine transmitters, nearly a third of patients fail to respond to treatment after adequate treatment based on multiple monoamine therapies. The condition is clinically known as treatment-resistant depression. At present, the specific pathophysiological mechanism of the disease is not clear, but with the increasing recognition of the inflammatory mechanism of depression, the neuroinflammation of treatment-resistant depression has attracted much attention. This paper reviews the pathogenesis of treatment-resistant depression from the perspective of inflammation, so as to provide ideas and directions for further research.