In the present study, we used the chronic mild stress (CMS) rat model of depression to determine whether CMS and agomelatine administration cause disturbances of expression and promote methylation of genes involved in the tryptophan catabolic pathway, i.e., Tph1/2, Ido1, Kat1/2, Kmo, and Kynu, in peripheral blood mononuclear cells and brain structures of the rats. This evidence concerns the gene KYNU and depressive disorder.