<b><i>Background:</i></b> The precise physiological mechanisms of acupuncture in the treatment of depression are still unknown. This study aimed to observe the effects of electroacupuncture (EA) on depression-like behavior of mouse in chronic mild stress (CMS) model and explore the underlying mechanism. <b><i>Methods:</i></b> The depression model was established by using CMS method for 6 weeks. After the third week of the CMS paradigm, EA treatment was performed daily for 15 min over a period of 3 weeks. The antidepressant-like effects of EA were evaluated using the sucrose preference test and the forced swimming test (FST). The protein levels of the nuclear factor-kappa B (NF-κB), p-NF-κB, inhibitor of NF-κB, p-IκBα, NOD-like receptor protein 3, interleukin (IL)-6, IL-1β, IL-18, and tumor necrosis factor-α (TNF-α) in hippocampus of mice were detected. <b><i>Results:</i></b> Sucrose preference was decreased after 6 weeks of CMS and the effects of CMS was reversed by EA. CMS increased immobility time and decreased latency to the first immobility in the FST test, but these effects were reversed by EA. CMS-induced nuclear entry of NF-κB (nuclear/cytoplasmic ratio of NF-κB) with an increase in protein levels of p-NF-κB and p-IκBα in the hippocampus. The CMS also increased NLRP3 levels in the hippocampus. However, these effects were reversed by EA. In addition, the levels of IL-6, IL-1β, IL-18, and TNF-α in the hippocampus were increased by CMS, and these effects of stress were reversed by EA. <b><i>Conclusion:</i></b> EA prevented CMS-induced depressive-like behaviors by inhibiting NF-κB/NLRP3 inflammatory pathway.