Only vulnerable animals developed a DLB after CMS derived from a persistent state of OS and reversed by treatment with antioxidants. This persistent state of OS was due to ↓ BDNF levels. ↓BDNF→↓ nuclear translocation of Nrf2. In Nrf2+/+ mice, the activation of Nrf2 translocation restored redox homoeostasis and reversed vulnerability to depression. This mechanism was absent in Nrf2−/−mice. Here, BDNF is linked to major depressive disorder.