Venlafaxine is an approved antidepressant that is an inhibitor of both serotonin and norepinephrine transporters. Medical treatment with oral venlafaxine can be beneficial to depression due to reducing free radical production in the brain and medulla of depression-induced rats because oxidative stress may a play role in some depression. We investigated the effect of venlafaxine administration and experimental depression on lipid peroxidation and antioxidant levels in cortex brain, medulla and erythrocytes of rats. Thirty male wistar rats were used and were randomly divided into three groups. Venlafaxine (20 mg/kg) was orally supplemented to depression-induced rats constituting the first group for four week. Second group was depression-induced group although third group was used as control. Depressions in the first and second groups were induced on day zero of the study by chronic mild stress. Brain, medulla and erythrocytes samples were taken from all animals on day 28. Depression resulted in significant decrease in the glutathione peroxidase (GSH-Px) activity and vitamin C concentrations of cortex brain, glutathione (GSH) value of medulla although their levels were increased by venlafaxine administration to the animals of depression group. The lipid peroxidation levels in the three tissues and nitric oxide value in cortex brain elevated although their levels were decreased by venlafaxine administration. There were no significant changes in cortex brain vitamin A, erythrocytes vitamin C, GSH-Px and GSH, medulla vitamin A, GSH and GSH-Px values. In conclusion, cortex brain within the three tissues was most affected by oxidative stress although there was the beneficial effect of venlafaxine in the brain of depression-induced rats on investigated antioxidant defenses in the rat model. The treatment of depression by venlafaxine may also play a role in preventing oxidative stress.