Recently published exploratory studies based on exposure to outdoor fine particulates, defined as particles with a nominal mean diameter less than or equal to 2.5 μm (PM2.5) indicate that the pollutant may play a role in mental health conditions, such as major depressive disorder. This paper details a model that can estimate the United States (US) major depressive disorder burden attributable to indoor PM2.5 exposure, locally modifiable through input parameter calibrations. By utilizing concentration values in an exposure-response function, along with relative risk values derived from epidemiological studies, the model estimated the prevalence of expected cases of major depressive disorder in multiple scenarios. Model results show that exposure to indoor PM2.5 might contribute to 476,000 cases of major depressive disorder in the US (95% confidence interval 11,000–1,100,000), approximately 2.7% of the total number of cases reported annually. Increasing heating, ventilation, and air conditioning (HVAC) filter efficiency in a residential dwelling results in minor reductions in depressive disorders in rural or urban locations in the US. Nevertheless, a minimum efficiency reporting value (MERV) 13 filter does have a benefit/cost ratio at or near one when smoking occurs indoors; during wildfires; or in locations with elevated outdoor PM2.5 concentrations. The approach undertaken herein could provide a transparent strategy for investment into the built environment to improve the mental health of the occupants