Secoisolariciresinol diglycoside (SDG), a predominant lignan in flaxseed, has antioxidant activity as a dietary supplement. The purpose of the present study was to investigate the antidepressant-like effect and the possible mechanism of flaxseed SDG when the ovariectomized mice were exposed to the unpredictable chronic mild stress procedure. Chronic stress induced the increases in immobility time in mouse model of despair tests, but administration with SDG (80 and 160 mg/kg, p.o.) for 21 days inhibited these behavioral changes caused by stress in both forced swimming and tail suspension tests. These doses that affected the immobile response did not affect locomotor activity. Moreover, the changes in the serum corticosterone and adrenocorticotropic hormone (ACTH) levels were also measured to explore the SDG-associated regulation of hypothalamus-pituitary-adrenals (HPA) axis. The results indicated that the chronic stress-induced increases in the serum corticosterone and ACTH were reversed by treatment with high doses of SDG. Chronic treatment with SDG also affected the body weight of mice and IL-6, IL1β levels in the frontal cortex. In addition, chronic stress procedure induced a decrease in brain-derived neurotrophic factor (BDNF) expression in the frontal cortex of mice; while treatment with SDG reversed this reduction of BDNF. All these results provide compelling evidence that the behavioral effects of flaxseed SDG in the ovariectomized mice might be related to their modulating effects on the neuroendocrine-immune network and neurotrophin factor expression.