Depression is a common mental illness leading to upset or anxiety, with a high incidence rate in the world. Depression can lead to suicidal thoughts and behavior. The present study aimed to evaluate the effect of the direct oral anticoagulant rivaroxaban (RVX), in the model of depression induced by chronic unpredicted mild stress (CUMS) in rats. Fifty-six male Wister rats were randomly divided into seven experimental groups (8 rats/group); Group 1: Control group given vehicle per oral (p.o.), Group 2: RVXL-control group (received rivaroxaban 20 mg/kg/day, p.o..), Group 3: RVXH-control group (received rivaroxaban 30 mg/kg/day, p.o.), Group 4: chronic unpredictable mild stress (CUMS) group, Group 5: FLX-treated CUMS group (received fluoxetine 10 mg/kg/day, p.o..), Group 6: RVXL-treated CUMS group (received rivaroxaban 20 mg/kg/day, p.o.), and Group 7: RVXH-treated CUMS group (received rivaroxaban 30 mg/kg/day, p.o.). The rats received the drugs from the first day of the experiment and continued till 4 weeks—the duration of the study. The following were measured: monoamine neurotransmitters, malondialdehyde (MDA), total nitrite/nitrate (NOx), reduced glutathione (GSH), superoxide dismutase (SOD), Toll-like receptor 4 (TLR4), myeloid differentiation factor 88 (MyD88), nuclear factor‐kappa B (NF‐κB), tumor necrosis factor-α (TNF-α), brain-derived neurotrophic factor (BDNF), and vascular endothelial growth factor-A (VEGF-A). A forced swimming test (FST) was done. Furthermore, histological changes and glial fibrillary acidic protein (GFAP) immunoexpression were evaluated. CUMS showed a significant decrease in hypothalamic neurotransmitters, hippocampal GSH, SOD, BNDF, and VEGF-A with a significant increase in hippocampal MDA, NOx, NF-kβ, Myd88, TLR4, TNF-α, and GFAP immunoexpression. RVX showed significant improvement in all parameters (p-value < 0.0001). In conclusion, RVX in a dose-dependent manner possesses potent ameliorative effects against depression by reducing the oxidative stress and inflammatory process, through the regulation of the TLR4/Myd88/NF-kβ signaling pathway.