This study investigates the effect of chronic administration of the serotonin‐norepinephrine reuptake inhibitor, venlafaxine, on the expression and methylation status of SOD1, SOD2, GPx1, GPx4, CAT, NOS1 and NOS2 in the brain and blood of rats exposed to a chronic mild stress (CMS) model of depression. This evidence concerns the gene GPX1 and major depressive disorder.