The Nod-like receptor family pyrin domain-containing 3 (NLRP3) inflammasome-driven inflammatory response plays a key role in the pathophysiology of depression. Mounting evidence suggests that acupuncture is an effective treatment for depression. In this study, we investigated the effects of acupuncture treatment at the acupoints Baihui (GV20) and Yintang (GV29) on NLRP3 inflammasome in the prefrontal cortex (PFC) of an animal model of depression. Rats that underwent chronic unpredictable mild stress (CUMS) for 6 weeks showed depressive-like behaviors, which were confirmed by sucrose preference and locomotor activity in the open field test. The protein levels of NLRP3, apoptotic speck-containing protein with a card (ASC), and cysteinyl aspartate specific proteinase-1 (Caspase-1) in the PFC were detected by Western blot analysis. The mRNA and protein expressions of interleukin-1 beta (IL-1 beta) and interleukin-18 (IL-18) in the PFC were measured by the real-time polymerase chain reaction (RT-PCR) and enzyme-linked immunosorbent assay (ELISA), respectively. Our results showed that the depressive-like behaviors in stressed rats were reversed by acupuncture treatment. Compared with control rats, the protein expression of NLRP3, ASC, and Caspase-1 and the mRNA and protein expressions of IL-1 beta and IL-18 in the PFC were markedly increased in CUMS rats. Acupuncture treatment significantly decreased the levels of NLRP3 inflammasome components and inflammatory cytokines in the PFC. Acupuncture treatment also reduced the number of TUNEL-positive cells in the PFC. These results suggested that acupuncture has antidepressant-like effects, and its mechanism appears to be involved in the inhibition of NLRP3 inflammasome activation and apoptosis in the PFC.