Depression is an important health problem around the world. There are several effective methods for its treatment, but it is estimated that one-third of patients with depression do not respond adequately to conventional antidepressants. There is, therefore, an urgent need to identify the biological mechanism of depression and the pharmacological action of antidepressants. The participation of broadly understood inflammatory factors in the etiology of depressive disorders no longer raises doubts. In recent years, a lot of attention has also been devoted to changes in the endoplasmic reticulum, suggesting that the so-called endoplasmic reticulum stress gives rise to many diseases. The endoplasmic reticulum stress is activated in response to the increasing amount of unfolded or improperly folded proteins in the ER. Research on the so-called endoplasmic reticulum stress inspire hope not only in the context of amore thorough understanding of the pathophysiology of diseases, but it can also be an inspiration to search for new, more effective drugs. This paper presents the connections between changes of the endoplasmic reticulum and inflammatory states and oxidative-reduction balance. Both the occurrence of inflammation and so-called oxidative stress have been confirmed in depressive disorders.