Chronic unpredictable stress (CUS) is a widely used animal model of depression. The present study was undertaken to investigate behavioral, physiological and molecular effects of CUS and/or chronic antidepressant treatment (venlafaxine or imipramine) in the same set of animals. Anhedonia, a core symptom of depression, was assessed by measuring consumption of a palatable solution. Exposure to CUS reduced intake of a palatable solution and this effect was prevented by chronic antidepressant treatment. Moreover, chronic antidepressant treatment decreased depressive-like behavior in a modified forced swim test in stressed rats. Present evidence suggests a role for brain-derived neurotrophic factor (BDNF) in depression. BDNF mRNA levels in the ventral and dorsal hippocampus were assessed by in situ hybridization. Exposure to CUS was not correlated with a decrease but rather with an increase in BDNF mRNA expression in both the dentate gyrus of the dorsal hippocampus and the CA3 region of the ventral hippocampus indicating that there is no simple link between depression-like behaviors per se and brain BDNF levels in rats. However, a significant increase in BDNF mRNA levels in the dentate gyrus of the dorsal hippocampus correlated with chronic antidepressant treatment emphasizing a role for BDNF in the mechanisms underlying antidepressant activity.