Four new sesquiterpenoids (1–4) and six known sesquiterpenoids (5–10), were isolated from the EtOAc phase of the ethanolic extract of Ainsliaea yunnanensis. Their structures were established by spectroscopic methods, including 1-D, 2-D NMR and HPLC-MS. All compounds were tested for their anti-inflammatory effect by the inhibition of the activity of NLRP3 inflammasome by blocking the self-slicing of pro-caspase-1, which is induced by nigericin, then the secretion of mature IL-1β, mediated by caspase-1, was suppressed. Unfortunately none of the compounds showed an anti-inflammatory effect.