Neuroinflammation is a devastating pathophysiological process that results in brain damage and neuronal death. Pathogens, cell fragments and cellular dysfunction trigger inflammatory responses. Irrespective of the cause, inflammasomes are key intracellular multiprotein signalling platforms that sense neuropathological conditions. The activation of inflammasomes leads to the auto-proteolytic cleavage of caspase-1, resulting in the proteolysis of the pro-inflammatory cytokines interleukin (IL)1β and IL18 into their bioactive forms. It also initiates pyroptosis, a type of cell death. The two cytokines contribute to the pathogenesis in acute and chronic brain diseases and also play a central role in human aging and psychiatric disorders. Sex steroids, in particular oestrogens, are well-described neuroprotective agents in the central nervous system. Oestrogens improve the functional outcome after ischaemia and traumatic brain injury, reduce neuronal death in Parkinson's and Alzheimer's disease, as well as in amyotrophic lateral sclerosis, attenuate glutamate excitotoxicity and the formation of radical oxygen species, and lessen the spread of oedema after damage. Moreover, oestrogens alleviate menopause-related depressive symptoms and have a positive influence on depressive disorders probably by influencing growth factor production and serotonergic brain circuits. Recent evidence also suggests that inflammasome signalling affects anxiety- and depressive-like behaviour and that oestrogen ameliorates depression-like behaviour through the suppression of inflammasomes. In the present review, we highlight the most recent findings demonstrating that oestrogens selectively suppress the activation of the neuroinflammatory cascade in the brain in acute and chronic brain disease models. Furthermore, we aim to describe putative regulatory signalling pathways involved in the control of inflammasomes. Finally, we consider that psychiatric disorders such as depression also contain an inflammatory component that could be modulated by oestrogen.