About one-third of people with major depressive disorder (MDD) fail at least two antidepressant drug trials at 1 year. Together with clinical and experimental evidence indicating that the pathophysiology of MDD is multifactorial, this observation underscores the importance of elucidating mechanisms beyond monoaminergic dysregulation that can contribute to the genesis and persistence of MDD. Oxidative stress and neuroinflammation are mechanistically linked to the presence of neurovascular dysfunction with blood-brain barrier (BBB) hyperpermeability in selected neurological disorders, such as stroke, epilepsy, multiple sclerosis, traumatic brain injury, and Alzheimer's disease. In contrast to other major psychiatric disorders, MDD is frequently comorbid with such neurological disorders and constitutes an independent risk factor for morbidity and mortality in disorders characterized by vascular endothelial dysfunction (cardiovascular disease and diabetes mellitus). Oxidative stress and neuroinflammation are implicated in the neurobiology of MDD. More recent evidence links neurovascular dysfunction with BBB hyperpermeability to MDD without neurological comorbidity. We review this emerging literature and present a theoretical integration between these abnormalities to those involving oxidative stress and neuroinflammation in MDD. We discuss our hypothesis that alterations in endothelial nitric oxide levels and endothelial nitric oxide synthase uncoupling are central mechanistic links in this regard. Understanding the contribution of neurovascular dysfunction with BBB hyperpermeability to the pathophysiology of MDD may help to identify novel therapeutic and preventative approaches.