To investigate a possible link between some neuropeptides and depression, we analyzed their mRNA levels in brains of rats exposed to chronic mild stresses (CMS; a stress-induced anhedonia model), a commonly used model of depression. Rats exposed for 3 weeks to repeated, unpredictable, mild stressors exhibited an increased self-stimulation threshold, reflecting the development of an anhedonic state, which is regarded as an animal model of major depression. In situ hybridization was employed to monitor mRNA levels of neuropeptide Y (NPY), substance P and galanin in several brain regions. In the CMS rats, NPY mRNA expression levels were significantly decreased in the hippocampal dentate gyrus but increased in the arcuate nucleus. The substance P mRNA levels were increased in the anterodorsal part of the medial amygdaloid nucleus, in the ventromedial and dorsomedial hypothalamic nuclei and the lateral hypothalamic area, whereas galanin mRNA levels were decreased in the latter two regions. These findings suggest a possible involvement of these three peptides in mechanisms underlying depressive disorders and show that similar peptide changes previously demonstrated in genetic rat models also occur in the present stress-induced anhedonia model.