Depression is a psychological disorder that annually involves a significant population all over the world. Natural agents could be used for the treatment of depression. This study was conducted to compare synthetic agent of imipramine (IMP) and natural agents of gamma-oryzanol (GO) and Chlorella vulgaris microalgae (CV) on depression in rats. The depression was induced by using stress for 21 days and 6h/day. Fifty rats were divided into 5 groups, including 1) The rats exposed to depression without the treatment (DEP) and 2-4) the rats exposed to depression and treated with 100 mg/kg body weight of GO (GO), C. vulgaris (CV) and 30 mg/kg body weight of imipramine (IMP). A group without depression was considered as control (CON). Forced swimming test (FST) and open field test (OFT) were conducted to investigate the behavioral responses. The serum samples were analyzed for interleukin-1β (IL-1β), tumor necrosis factor-α (TNF-α), and interferon-gamma (IFN-γ). The gene expression of BDNF and TrkB was also investigated. The results showed that the rats in DEP group spent more time in immobility test and had lower crossing number (P<0.05). The results showed that induction of depression increased the serum concentrations of IL-1β, TNF-α and IFN-γ (P<0.05) and decreased the expressions of BDNF and TrkB (P<0.05). The treatment with IMP, GO and CV decreased the effects of depression on behavioral responses, inflammatory responses and the expressions of BDNF and TrkB. Overall, GO and CV can be used for the treatment of depression following clinical tests.