Gonadotropin-releasing hormone (GnRH) is at the head of the neuroendocrine reproductive axis. However, the non-reproductive functions of GnRH expressed in various tissues, including hippocampus, are still not known. Here, we unveil a previously unknown effect of GnRH, which mediates depression-like behaviors through the modulation of microglia function during immune challenge. Specifically, we found that either systemic treatment with GnRH agonist or over-expression of endogenous hippocampal GnRH via viral tool abolished the depression-like behavior after LPS challenges in mice. And the anti-depressant of GnRH was dependent on the hippocampal GnRHR signaling, since antagonizing GnRHR by drug treatment or by hippocampal GnRHR knockdown could block the antidepressant-effect of GnRH agonist. Interestingly, we found that the peripheral GnRH treatment prevented the microglia activation mediated inflammation in the hippocampus of mice. In light of the research findings presented here, we propose that, at least in the hippocampus, GnRH appears to act on GnRHR to regulate higher order non-reproductive functions associated with the microglia mediated neuroinflammation. These findings also provide insights into the function and cross-talk of GnRH, a known neuropeptide hormone, in neuro-immune response.