Growing evidence links adverse prenatal conditions to mood disorders. We investigated the long-term behavioral alterations induced by prenatal exposure to excess glucocorticoids (dexamethasone--DEX). At 12 months, but not earlier, DEX-exposed mice displayed depression-like behavior and impaired hippocampal neurogenesis, not reversible by the antidepressant fluoxetine (FLX). Concomitantly, we observed arrhythmic glucocorticoid secretion and absent circadian oscillations in hippocampal clock gene expression. Analysis of spontaneous activity showed progressive alterations in circadian entrainment preceding depression. Circadian oscillations in clock gene expression (measured by means of quantitative PCR) were also attenuated in skin fibroblasts before the appearance of depression. Interestingly, circadian entrainment is not altered in a model of depression (induced by methylmercury prenatal exposure) that responds to FLX. Altogether, our results suggest that alterations in circadian entrainment of spontaneous activity, and possibly clock gene expression in fibroblasts, may predict the onset of depression and the response to FLX in patients.