In the present study, we have coupled the chronic mild stress (CMS) protocol with Affymetrix microarray technology to screen the rat genome for gene changes in the frontal cortex. The aim of our work was to assess whether the CMS protocol could be a useful experimental model to provide insights into the molecular basis of depression. Under our experimental conditions, 59 transcripts changed by more than ±1.5-fold between naïve and anhedonic rats and showed significantly altered expression levels (P < 0.05). Among these, 18 were upregulated (fold change range +1.509 to +3.161) and 41 were downregulated (fold change range −1.505 to −2.659). To confirm the data obtained with microarrays, we used real-time reverse transcription polymerase chain reaction (RT-PCR). The results confirmed the downregulation of Itga6, Camk2a, Plcb1, Cart, Gad1, Homer1 and Th and the upregulation of Egr2 and Ptgs2 observed in the DNA microarray analysis. Moreover, the fold change data of the nine validated transcripts from microarray analysis and real-time polymerase chain reaction showed a good correlation (r = 0.863, 7 d.f., P < 0.01; slope = 0.976). It is of great interest that prostaglandin-endoperoxide synthase 2, tyrosine hydroxylase, Cart, Homer1 and glutamate decarboxylase have already been implicated in affective disorders by different approaches in previous reports. In conclusion, our findings indicate that the CMS paradigm is a useful preclinical model with which to investigate the molecular basis of anhedonia and to help in the discovery of novel targets for antidepressant drugs.