Depression is a highly prevalent and clinically significant comorbidity in Crohn's disease (CD), a form of inflammatory bowel disease (IBD), and is associated with increased disease activity, hospitalization, and a reduced quality of life (QoL). While traditionally attributed to the psychosocial burden of chronic illness, emerging evidence indicates that depressive symptoms in CD arise from dysregulation of the gut-brain axis (GBA), a bidirectional network linking immune, microbial, and central nervous system (CNS) processes. Chronic intestinal inflammation, characterized by elevated cytokines such as tumor necrosis factor (TNF-α) and interleukin-6 (IL-6), may influence brain function through vagal signaling, hypothalamic-pituitary-adrenal (HPA) axis activation, and neuroimmune pathways. Concurrently, epithelial barrier dysfunction and microbial dysbiosis promote translocation of bacterial products, further amplifying systemic inflammation and neuroimmune signaling. This review consolidates preclinical and clinical evidence linking immune activation, microbial alterations, and neuroimmune signaling to depression in CD. The review compares emerging therapeutic strategies, such as ketamine enantiomers, vagus nerve stimulation, and microbiota-targeting natural compounds, with established therapies like serotonergic antidepressants, cognitive behavioral therapy, and biologic immunotherapies. Across these modalities, therapeutic effects on mood are heterogeneous and often dissociated from improvements in intestinal inflammation, highlighting the multifunctional nature of GBA dysfunction. Overall, these findings suggest that therapeutic responses in CD-associated depression may depend on the extent to which interventions modulate distinct components of the GBA, including immune, neural, and microbial pathways. These observations emphasize the need for integrative treatment strategies that address the multiple contributors of GBA dysbiosis. Future studies incorporating standardized and emerging psychiatric, immunological, and microbiome outcomes will be critical to identifying mechanisms for specific treatment responses in this population.