Depressive disorder involves emotional, cognitive, autonomic and endocrine alterations and also evidences support the role of stress in the development of this disorder. Because the hypothalamic-pituitary-adrenal axis is involved in the stress response with a concomitant rise in plasma corticoids, the present study compares the antidepressant effects of sertraline (10 mg/kg, i.p.) on behavioral changes elicited by (i) restraint stress (2.5. h/day for 13. days) and (ii) corticosterone injections (30. mg/kg, s.c., for 13. days). Stressed animals, but not corticosterone-treated animals displayed anxiety behavior and a reduction in the acquisition of a conditioned avoidance response to 25% of control levels (8.0 ± 2.2 vs. 31.7 ± 3.2), being this effect partly sensitive to sertraline. Stressed, but not corticosterone-treated, animals displayed an increased escape failure compared with the control group (24.6% ± 3.5 vs. 1.6 ± 0.7), an effect partly prevented by sertraline treatment (7.3% ± 2.0). Both stressed rats and corticosterone-treated rats showed an increase in immobility in the forced swim test, an effect prevented by sertraline. These results suggest that the altered behaviors elicited by stress and corticosterone can be explained by neural modifications that are sensitive to the sertraline antidepressant.