We used the validated chronic mild stress (CMS) paradigm to induce anhedonia, a core symptom of major depression, in rats. Thirty percent of animals exposed to CMS are resistant to the development of anhedonia, whereas the remaining are responsive, CMS resilient and CMS sensitive, respectively. We used in situ hybridization to elucidate the molecular mechanisms, which may be involved in the development of anhedonia during CMS. In the CA3 of the ventral hippocampus, we found upregulation of brain-derived neurotrophic factor (BDNF) mRNA in the CMS resilient group indicating protective role of BDNF in stress. Moreover, in the CA3 we found downregulation of vascular endothelial growth factor (VEGF) mRNA in the CMS sensitive group. Downregulation of VEGF suggests impaired hippocampal function, caused by loss of trophic factor neuroprotective support, as part of a previously uncharacterized mechanism for development of anhedonia. CMS induced anhedonia was not related to mRNA expression differences of the dopamine receptors D(1) and D(2), enkephalin, dynorphin, the NMDA receptor subtype NR2B in the ventral striatum, BDNF expression in the dentate gyrus, nor corticotrophin releasing hormone (CRH) and arginine vasopressin (AVP) in the paraventricular nucleus of the hypothalamus. In particular, HPA axis seems to be activated in the CMS resilient group suggesting other pathways protecting against stress sensitivity. We applied the restraint stress procedure to compare effects of a faster and simpler form of stress to CMS and found the latter to be more valid as rats probably easier adapt to restraint stress. Finally, we used the conditioned place preference model to demonstrate a clear tendency towards a distinct morphine induced behavioral difference between CMS resilient and CMS sensitive animals.