Chronic ethanol exposure (CEE), which can lead to neuroinflammation, is an increasing risk factor for depression disorder, but the underlying mechanism is not clear. Recent observations have revealed the associations among psychiatric disorders, ethanol exposure and alterations of the gut microbiota. Here, we found that CEE induced depressive-like behavior, which could be alleviated by probiotics and transferred from donor to recipient mice by fecal microbiota transplantation (FMT). Neuroinflammation and the activation of the NLRP3 inflammasome were also observed in recipient mice. The downregulation of NLRP3 in the hippocampus mitigated CEE-induced depressive-like behavior and neuroinflammation but had no significant effect on FMT recipient mice. Moreover, elevated serum inflammatory factors in recipient mice showed a significant mediation effect between the gut microbiota and depressive-like behavior. Together, our study findings indicate that the gut microbiota contributes to both hippocampal NLRP3-mediated neuroinflammation and depressive-like behavior induced by CEE, which may open avenues for potential interventions against CEE-associated psychiatric disorders.