Substantiating evidence for the inflammation theory of depression is that interferon-alpha (IFN-α) induces clinical depression. Despite numerous researches on neurochemical and neuroendocrinological mechanisms from human and animal studies, the direct mechanisms of IFN-α at cellular levels are still lacking. In this study, we aimed to identify the cellular mechanisms for IFN-α-induced neuroinflammatory response with the murine BV-2 microglia cell line. IFN-α potently induced nitric oxide synthase (iNOS) and nitric oxide (NO) release and down-regulated haem oxygenase-1 (HO-1) expression, which could be dampened by Janus kinase 1 (JAK1) and c-Jun NH2-terminal kinase (JNK) inhibition, respectively. IFN-α activated JAK1, JNK, signal transducers and activators of transcription (STAT)1 and STAT3, but not extracellular signal-regulated kinases (ERK) and phosphoinositide 3 (PI3) kinase, signal pathways. The transfection with STAT1 and STAT3 siRNA also inhibited IFN-α-induced iNOS/NO expression and HO-1 down-regulation. The HO-1 activator, CoppIX, reversed iNOS/NO up-regulation and HO-1 down-regulation induced by IFN-α. On the other hand, a knockdown of HO-1 expression enhanced IFN-α-induced iNOS/NO expression. The effects of IFN-α-induced iNOS/NO up-regulation and HO-1 down-regulation in microglia are associated with JAK1/JNK/STAT1 and STAT3 signalling pathways. The different effects between IFN-α and IFN-γ on HO-1 regulation and ERK phosphorylation might provide a possible explanation of different risk in their induction of neuropsychiatric adverse effects in clinical and animal studies. The results from this study add the missing part of direct cellular mechanisms for IFN-α-induced depression.