Increasing evidence indicates that the host immune response has a monumental role in the etiology of major depressive disorder (MDD), motivating the development of the inflammatory hypothesis of depression. Central to the involvement of chronic inflammation in MDD is a wide range of signaling deficits induced by the excessive secretion of pro-inflammatory cytokines and imbalanced T cell differentiation. Such signaling deficits include the glutamatergic, cholinergic, insulin, and neurotrophin systems, which work in concert to initiate and advance the neuropathology. Fundamental to the communication between such systems is the protein kinase glycogen synthase kinase-3 (GSK-3), a multifaceted protein critically linked to the etiology of MDD and an emerging target to treat pathogenic inflammation. Here, a consolidated overview of the widespread multi-system involvement of GSK-3 in contributing to the neuropathology of MDD will be discussed, with the feed-forward mechanistic links between all major neuronal signaling pathways highlighted.