Recent research has raised the notion that epigenetic mechanisms (e.g., DNA methylation and histone modifications), which exert lasting control over gene expression without altering the genetic code, could mediate stable changes in brain function. However, the role of environmental factors along with genetic factors in the epigenetic regulation of the pathogenesis of depression is largely unknown. Two genetically distinct mice strains, BALB/c (BALB) and C57BL/6 (B6), exhibit different behavioral responses to chronic stress. With chronic stress, BALB mice showed depressive-like behaviors, but not B6 mice, and glial cell-derived neurotrophic factor (GDNF) expression level was decreased in the ventral striatum of BALB mice but increased in B6 mice. In BALB mice, depressive-like behaviors and decreased GDNF expression were recovered by chronic antidepressant treatment. Therefore, we used these two mice strains to investigate how the epigenetic status of the GDNF gene in the ventral striatum modulates stress vulnerability. Both mice strains showed increased DNA methylation levels and MeCP2 recruitment in the GDNF promoter region. However, histone H3 acetylation level was decreased in BALB mice, but increased in B6 mice. Furthermore, BALB mice showed increased histone deacetylase2 (HDAC2) expression level and Re-ChIP assay revealed HDAC2-MeCP2 complex in BALB mice. Our results indicate the crucial role of histone modification by HDAC2 and MeCP2 complex for the control of GDNF expression and subsequent behavioral responses to chronic stress, in other words, the susceptibility to stress. In addition, we investigated the effect of antidepressants on the epigenetic regulation of GDNF expression. We found a reduced level of HDAC4 recruitment at the GDNF promoter region with antidepressants. Thus, our data suggest that antidepressants increase transcriptional activity of the GDNF gene through the modulation of histone acetylation by HDAC4. Finally, we examined the expressions of GDNF and epigenetic-related molecules mRNAs with major depressive and bipolar disorder patients by using quantitative real-time PCR. We found the aberrant expression of GDNF and epigenetic-related genes including HDAC2 and HDAC4 in mood disorder patients. Thus, our data provide novel insights suggesting that epigenetic mechanisms of GDNF expression are involved in the pathogenesis or pathophysiology of depression.