Major depression is a complex neuropsychiatric disorder with few treatment approaches. The use of nontargeted antidepressants induced many side effects with their low efficacy. A more precise targeting strategy is to develop nanotechnology-based drug delivery systems; hence, we employed solid lipid nanoparticles (SLNs) to encapsulate HU-211 and curcumin (Cur). The antidepressant effects of the dual-drug nanoparticles (Cur/SLNs-HU-211) for major depression treatment were investigated in corticosterone-induced cellular and animal models of major depression. Cur/SLNs-HU-211 can effectively protect PC12 cells from corticosterone-induced apoptosis and can release more dopamine, which may be associated with the higher uptake of Cur/SLNs-HU-211 shown by cellular uptake behavior analysis. Additionally, Cur/SLNs-HU-211 significantly reduced the immobility time in forced swim test, enhanced fall latency in rotarod test, and improved the level of dopamine in mice blood. Cur/SLNs-HU-211 can deliver more Cur to the brain and thus produce a significant increase in neurotransmitters level in brain tissue, especially in the hippocampus and striatum. The results of Western blot and immunofluorescence revealed that Cur/SLNs-HU-211 can significantly enhance the expression of CB1, p-MEK1, and p-ERK1/2. Our study suggests that Cur/SLNs-HU-211 may have great potential for major depression treatment.