Traditional Chinese medicine is one of the most commonly used complementary and alternative medicine therapies for depression. Integrated Chinese-western therapies have been extensively applied in numerous diseases due to their superior efficiency in individual treatment. We used the meta-analysis, network pharmacology, and bioinformatics studies to identify the putative role of Longya Lilium combined with Fluoxetine in depression. Depression-like behaviors were mimicked in mice after exposure to the chronic unpredictable mild stress (CUMS). The underlying potential mechanism of this combination therapy was further explored based on in vitro and in vivo experiments to analyze the expression of COX-2, PGE2, and IL-22, activation of microglial cells, and neuron viability and apoptosis in the hippocampus. The antidepressant effect was noted for the combination of Longya Lilium with Fluoxetine in mice compared to a single treatment. COX-2 was mainly expressed in hippocampal CA1 areas. Longya Lilium combined with Fluoxetine reduced the expression of COX-2 and thus alleviated depression-like behavior and neuroinflammation in mice. A decrease of COX-2 curtailed BV-2 microglial cell activation, inflammation, and neuron apoptosis by blunting the PGE2/IL-22 axis. Therefore, a combination of Longya Lilium with Fluoxetine inactivates the COX-2/PGE2/IL-22 axis, consequently relieving the neuroinflammatory response and the resultant depression.