MAF bZIP transcription factor G (MAFG)-driven astrocytes have been reported to promote inflammation in the CNS. However, its function in depression, the primary cause of disability worldwide, has not been well characterized. This study investigated the possible perturbation of heme oxygenase 1 (HMOX1, also known as HO1) by the transcription factor MAFG as an underlying mechanism of the development of depression. The GSE98793 dataset was included for gene expression analysis of whole blood from donors with major depressive disorder and controls, and the target of MAFG was predicted by multiple database mining. Mouse and cellular models of depression were established by chronic unpredictable mild stress (CUMS) and lipopolysaccharide (LPS) treatment of astrocytes, which were treated with MAFG and HMOX1 knockdown plasmids. MAFG was highly expressed in the hippocampal tissues of CUMS-challenged mice and LPS-induced astrocytes. MAFG knockdown alleviated depression-like behaviors in mice. MAFG bound to the HMOX1 promoter and repressed its transcription. Knockdown of HMOX1 exacerbated neuroinflammation in astrocytes and accelerated depression-like behavior in mice. In conclusion, MAFG knockdown attenuated CUMS-stimulated depression-like behaviors in mice by astrocyte-mediated neuroinflammation via restoration of HMOX1.