Background: With the growing importance of research about the association between neuroinflammation and major depressive disorder (MDD), anti-inflammatory agents have been used as a new antidepressant therapy in clinical practice. We conducted a network meta-analysis (NMA) with up-to-date evidence to compare different anti-inflammatory agents for improving the treatment of MDD patients.Methods: To identify eligible randomized clinical trials, four databases (i.e, the Cochrane Library, Web of Science, PubMed and Embase) were searched from inception date to May 31, 2020. Anti-inflammatory agents were defined as non-steroidal anti-inflammatory drugs (NSAIDs), corticosteroids, cytokine inhibitors, statins, pioglitazone, minocycline, N-acetylcysteine (NAC) and omega-3 fatty acid (Omega-3 FA). The main outcomes of this NMA were efficacy, acceptability and remission rate. Risk ratio (RR) was adopted for dichotomous outcomes, and the confidence interval (CI) was set at 95%. STATA 14.0 and R 3.6.3 were used to conduct the NMA. The study protocol was registered with PROSPERO (CRD42020182531).Results: A total of 39 studies, involving 2871 participants, were included in quantitative data synthesis. For efficacy, NSAIDs (RR=0.50, 95%CI: 0.26-0.73) and pioglitazone (RR=0.45, 95%CI: 0.20-0.84) were more favorable than placebo. With respect to acceptability, NSAIDs were more acceptable than placebo (RR=0.89, 95%CI: 0.77-0.99) and minocycline (RR=1.22, 95%CI: 1.03-1.49). For remission, NSAIDs were more superior than placebo (RR=0.48, 95%CI: 0.27-0.79) and Omega-3 FA (RR=2.01, 95%CI: 1.09-3.90), while NACs were more favorable than placebo (RR=0.39, 95%CI: 0.13-0.99). Based on the surface under the cumulative ranking curve (SUCRA) value, corticosteroids (0.86) were the best anti-inflammatory agent for MDD patients in terms of efficacy, but the head-to-head comparisons for the efficacy of glucocorticoids and other agents were not statistically significant. As for acceptability, NSAIDs (0.81) were much better than other anti-inflammatory agents. Besides, NAC (0.80) was the best anti-inflammatory agent in the terms of remission.Conclusions: In summary, we found that corticosteroids were more superior than other agents in terms of efficacy according to the SUCRA value. However, this result must be interpreted with caution because the head-to-head comparisons for the efficacy of glucocorticoids and other agents did not reach statistical significance. NSAIDs were recommended for acceptability and NAC for remission rate.