Parkinson’s disease (PD) is a multifactorial disease, with genetic and environmental factors contributing to the disease onset. Classically, PD is a movement disorder characterized by the loss of dopaminergic neurons in the nigrostriatal pathway and intraneuronal aggregates mainly constituted of the protein α-synuclein. However, PD patients also display non-motor symptoms, including depression, which have been linked to functional abnormalities of non-dopaminergic neurons, including serotonergic and noradrenergic ones. Thus, through this comprehensive literature review, we shed light on the noradrenergic and serotonergic impairment linked to depression in PD, focusing on the putative involvement of inflammatory mechanisms.