Major depression is a common, serious and recurrent disorder that affects 17-20% of the population of the world. The chronic mild stress (CMS) model has been used as an animal model of depression but reflect anhedonia in animals. Present study investigated behavioral, physiological and neurochemical aspects of rats exposed to a CMS procedure. The consumption of sweet food, locomotor activity, body and adrenal gland weight, BDNF protein levels evaluated in hippocampus, cerebrospinal fluid and serum were assessed in rats. Our findings demonstrated decreased in sweet food intake, increase of adrenal gland weight and a decrease of body weight and no changes were observed in BDNF protein levels in serum, cerebrospinal fluid and hippocampus in rats subjected to CMS procedure. Indeed, locomotor activity was not significantly affected. In conclusion, these data reveal that BDNF protein levels were not significantly correlated with the decrease of sweet food consumption observed in CMS exposed animals.