Bioactive coffee constituents have been shown to positively influence various parameters, including inflammation, oxidative stress and behaviour, associated with the neuroinflammatory hypotheses of depression in both in vitro and in vivo studies. This review provides an insight into bioactive compounds that may have positive effects on numerous components of the neuroinflammatory hypotheses of depression highlighting the growing evidence to support this theory of depression. The bioactive coffee constituents caffeine, chlorogenic acid, ferulic acid and caffeic acid all have biological properties that alter the parameters associated with the neuroinflammatory hypotheses of depression including anti-inflammatory and antioxidant properties.