PM2.5 pollution has been associated with numerous adverse effects including cardiovascular, respiratory and metabolic diseases as well as emotional disorders. However, the potential mechanism has not known clearly. Twenty-four rats were divided into 3 groups and exposed to various airs: filtered air (FA), unfiltered air (UA) and concentrated PM2.5 air (CA), respectively. Thirty wild type (WT) and 30 Nrf2 knockout (KO) mice were divided into 2 groups and exposed to FA and UA, respectively. The changes of neurobehavioral function, neurotransmitter secretion, toxic elements deposition, oxidative stress and the inflammation in prefrontal cortex were investigated during 9-12 weeks with/without PM2.5 exposure. Results showed that CA rats and KO-UA mice emerged obviously depressive-like responses. Li, Be, Al, Cr, Co, Ni, Se, Cd, Ba, Ti and Pb could deposit in the prefrontal cortex of rats after PM2.5 exposure. The neurotransmitters were significantly disorder in prefrontal cortex of CA rats. The NLRP3 signaling pathway was more activated in Nrf2(-/-) than WT mice after PM2.5 exposure for 9 weeks. Nrf2/NLRP3 signaling pathway modulating the inflammation might play an important role in the depression induced by ambient PM2.5.