The new coronavirus (COVID-19) has emerged now in the world as a pandemic. The SARS-CoV-2 infection causes variant common symptoms, such as dry cough, tiredness, dyspnea, fever, myalgia, chills, headache, chest pain, and conjunctivitis. Different organs may be affected by COVID-19, such as the respiratory system, gastrointestinal tract, kidneys, and CNS. However, the information about the COVID-19 infection in the CNS is insufficient. We do know that the virus can enter the central nervous system (CNS) via different routes, causing symptoms such as dizziness, headache, seizures, loss of consciousness, and depression. Depression is the most common disorder among all neurological symptoms following COVID-19 infection, although the mechanism of COVID-19-induced depression is not yet clear. The aim of the present study is to investigate the probable mechanisms of COVID-19-induced depression. The reasons for depression in infected patients may be due to social and pathological factors including social quarantine, economic problems, stress, changes in the HPA axis, inflammation due to the entry of proinflammatory cytokines into the CNS, production of inflammatory cytokines by microglia, mitochondrial disorders, damage to the hippocampus, and malnutrition. By evaluating different factors involved in COVID-19-induced depression, we have concluded that depression can be minimized by controlling stress, preventing the cytokine storm with appropriate anti-inflammatory drugs, and proper nutrition.