Gut microbiota has an important role in the immune system, metabolism, and digestion, and has a significant effect on the nervous system. Recent studies have revealed that abnormal gut microbiota induces abnormal behaviors, which may be associated with the hypothalamic-pituitary-adrenal (HPA) axis. Therefore, we investigated the behavioral changes in germ-free (GF) mice by behavioral tests, quantified the basal serum cortisol levels, and examined glucocorticoid receptor pathway genes in hippocampus using microarray analysis followed by real-time PCR validation, to explore the molecular mechanisms by which the gut microbiota influences the host's behaviors and brain function. Moreover, we quantified the basal serum cortisol levels and validated the differential genes in an Escherichia coli-derived lipopolysaccharide (LPS) treatment mouse model and fecal "depression microbiota" transplantation mouse model by real-time PCR. We found that GF mice showed antianxiety- and antidepressant-like behaviors, whereas E. coli LPS-treated mice showed antidepressant-like behavior, but did not show antianxiety-like behavior. However, "depression microbiota" recipient mice exhibited anxiety- and depressive-like behaviors. In addition, six glucocorticoid receptor pathway genes (Slc22a5, Aqp1, Stat5a, Ampd3, Plekhf1, and Cyb561) were upregulated in GF mice, and of these only two (Stat5a and Ampd3) were upregulated in LPS-treated mice, whereas the shared gene, Stat5a, was downregulated in "depression microbiota" recipient mice. Furthermore, basal serum cortisol levels were decreased in E. coli LPS-treated mice but not in GF mice and "depression microbiota" recipient mice. These results indicated that the gut microbiota may lead to behavioral abnormalities in mice through the downstream pathway of the glucocorticoid receptor. Herein, we proposed a new insight into the molecular mechanisms by which gut microbiota influence depressive-like behavior.