Major depression is a highly prevalent, multidimensional disorder. Although several classes of antidepressants (ADs) are currently available, treatment efficacy is limited and relapse rates are high; thus, there is a need to find better therapeutic strategies. Neuroplastic changes in brain regions such as the hippocampal dentate gyrus (DG) accompany depression and its amelioration with ADs. In this study, the unpredictable chronic mild stress (uCMS) rat model of depression was used to determine the molecular mediators of chronic stress and the targets of four ADs with different pharmacological profiles (fluoxetine, imipramine, tianeptine and agomelatine) in the hippocampal DG. All ADs, except agomelatine, reversed the depression-like behavior and neuroplastic changes produced by uCMS. Chronic stress induced significant molecular changes that were generally reversed by fluoxetine, imipramine and tianeptine. Fluoxetine primarily acted on neurons to reduce the expression of pro-inflammatory response genes and increased a set of genes involved in cell metabolism. Similarities were found between the molecular actions and targets of imipramine and tianeptine which activated pathways related to cellular protection. Agomelatine presented a unique profile, with pronounced effects on genes related to Rho-GTPase-related pathways in oligodendrocytes and neurons. These differential molecular signatures of ADs studied contribute to our understanding of the processes implicated in the onset and treatment of depression-like symptoms.