Depression is linked with oxidative stress and inflammation, where key players include nitric oxide (NO), nuclear factor erythroid 2-related factor 2 (Nrf2), Brain-Derived Neurotrophic Factor (BDNF), and Heme Oxidase-1 (HO-1). Augmenting the efficacy of antidepressants represents a compelling avenue of exploration. We explored the potential of vitamins C and D as adjuncts to escitalopram (Esc) in a lipopolysaccharide (LPS)-induced depression model focusing on the aforementioned biomarkers. Male Swiss albino mice were stratified into distinct groups: control, LPS, LPS + Esc, LPS + Esc + Vit C, LPS + Esc + Vit D, and LPS + Esc + Vit C + Vit D. After a 7-day treatment period, a single LPS dose (2 mg/kg), was administered, followed by comprehensive assessments of behavior and biochemical parameters. Notably, a statistically significant (p < 0.05) alleviation of depressive symptoms was discerned in the Esc + Vit C + Vit D group versus the LPS group, albeit with concomitant pronounced sedation evident in all LPS-treated groups (p < 0.05). Within the cortex, LPS reduced (p < 0.05) the expression levels of NOx, Nrf2, BDNF, and HO-1, with only HO-1 being reinstated to baseline in the LPS + Esc + Vit D and the LPS + Esc + Vit C + Vit D groups. Conversely, the hippocampal NOx, Nrf2, and HO-1 levels remained unaltered following LPS administration. Notably, the combination of Esc, Vit C, and Vit D effectively restored hippocampal BDNF levels, which had been diminished by Esc alone. In conclusion, vitamins C and D enhance the therapeutic effects of escitalopram through a mechanism independent of Nrf2. These findings underscore the imperative need for in-depth investigations.