BACKGROUND Anti-inflammation drugs were uncovered to be a potential therapy for depression. Celecoxib as a selective COX2 inhibitor is also one anti-inflammation drugs. Celecoxib is widely used in the clinic, which is well known by medical workers. It is uncertain whether celecoxib has efficacy in improving depression. AIM To estimate the effect of celecoxib on improving depression. METHODS All literature was searched until 2022. The databases included PubMed, OVID database, Cochrane library, Web of Science, CNKI, Clinicaltrials.gov database and Wanfang database. The random effects model was used to estimate the standardized mean differences with 95%CIs. With determined diagnostic criteria, studies containing patients with depression in the celecoxib group and the control group were included in the meta-analysis. The primary outcome measures were set for depression scale scores. RESULTS Twenty-nine randomized controlled studies were included in the meta-analysis (including 847 subjects with depression and 810 control subjects). The meta-analysis showed that celecoxib had an effect of anti-depression. At the same time, heterogeneity was observed (I-2 = 82.1%, P = 0.00), and meta-regression was implemented to estimate the source of heterogeneity, which showed that the type of depression scale and depression type may lead to the heterogeneity. Subgroup analysis with respect to depression scale and depression type suggested that depression type was the possible main source of heterogeneity. Moreover, Egger's test, Begg's test, funnel plot and Doi plot was implemented, and publication bias was found to be significant. Next, the trim and fill method was used to estimate the influence of publication bias on the outcome of the meta-analysis, which showed that the outcome of the meta-analysis was reliable. Sensitivity analysis was estimated by deleting a study one by one, and the outcome of the meta-analysis was significantly stable. The quality of all randomized controlled trial studies was assessed by risk of bias, which indicated the rank of evidence in the meta-analysis was high. CONCLUSION Celecoxib could be effective for improving depression.