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Nitrous oxide (laughing gas) has shown early promise as a rapidly acting antidepressant in patients with treatment-resistant major depression and is currently investigated in several clinical trials. Because nitrous oxide is rarely administered outside operating rooms or dental practices, most psychiatrists are not familiar with how nitrous oxide is administered in a medical setting and what regulations guide its use. The goal of this brief review was to educate psychiatrists about the basic concepts of nitrous oxide administration and pharmacology. Furthermore, common misconceptions about nitrous oxide will be discussed.