The peroxisome-proliferator activated receptor (PPAR)-α, a newly discovered target involved in emotional behavior regulation, is a ligand-activated nuclear receptor and a transcription factor that, following stimulation by endogenous or synthetic ligands, may induce neuroprotective effects by modulating neuroinflammation, and improve anxiety and depression-like behaviors by enhancing neurosteroid biosynthesis. Here, PPARA is linked to major depressive disorder.