The observed correlation between PPARα activation and the biosynthesis of neurosteroids, such as allopregnanolone/pregnanolone, suggests a role for PPARα and its downstream effectors in the modulation of complex responses to stressful events and led to the proposal of this system as a possible target for the treatment of the severe emotional dysfunctions that characterize post-traumatic stress disorder (PTSD) and major depression [42,43]. This evidence concerns the gene PPARA and major depressive disorder.