Objective To investigate the preparation and evaluation of animal models of depression associated with autoimmune thyroiditis, and to verify the NLRP3 / Caspase-1/ GSDMD pathway based on this condition. Methods 32 NOD. H-2sup>H4 mice were randomly divided into a normal (N) group, depression (DP) group, autoimmune thyroiditis with depression (AIT + DP) group, autoimmune thyroiditis (AIT) group, with 8 animals in each group. The N group was fed normally, the DP group was subjected to chronic unpredictable mild stress (CUMS) for 5 weeks, the AIT group was given0. 05% sodium iodide water to establish an autoimmune thyroiditis model, and the AIT + DP group was subjected to 5 weeks of CUMS to establish the AIT animal model. We evaluated whether the mouse autoimmune thyroiditis model had been successfully prepared by observing the thyroid tissue structure, lymphocyte infiltration, and serum TGAb and TPOAb levels. Changes in body weight, sugar water preference rate, open field behavior (central quadrant time, central quadrant time proportion, standing rate, frequency of defecation, and hair grooming time), and hippocampal pathological changes were used to evaluate the depression status of the mice. When the model mice met the above-mentioned indicators related to depression and autoimmune thyroiditis, the AIT + DP animal model was considered successfully prepared. Results Compared with the levels in the N group, the AIT group’ s and AIT + DP group’ s serum TGAb and TPOAb levels were significantly increased (P<0. 01), and a large number of inflammatory cells had infiltrated the thyroid gland. The central quadrant time and central quadrant time proportion, standing rate, frequency of defecation, and hair grooming time were reduced to varying degrees in the DP group and AIT + DP group. In addition, the numbers of glial cells in the cerebral cortex increased and neuronal cells decreased, accompanied by some nuclear atrophy, and the expression levels of NLRP3,IL-1β, Caspase-1, and GSDMD-N significantly increased, especially in the AIT + DP group (P<0. 01). Conclusions 0. 05% sodium iodide water and CUMS create autoimmune thyroiditis with depression model animals that better simulate the external performance and internal index changes of the diseases. These mice can provide an animal model reference for research into autoimmune thyroiditis with depression.