In this study, by an immunocytochemistry it is established that development of the depression after an inescapable stress in the learned helplessness model in rats is associated with stable induction of the transcription factor NGFI-A in the dorsal hippocampus (CA1 field) and in the paraventricular hypothalamic magnocellular nucleus (PVNm), as well as with rapid and transient stress-induced expression of NGFI-A in the dentate gyrus and, supported on high level till 5 days, in the neocortex. Hypoxic preconditioning using mild repetitive hypobaric hypoxia (360 Torr for 2 hrs each of 3 days) prevented development of the depressive state in rats, and considerably changed the dynamics of the NGFI-A immunoreactivity in the hippocampus: the stable increase of an expression in the dentate gyrus and only transitory and delayed (for 5 day) in the CA1 field was detected. In the neocortex (Layer II) the stress influence was levelled with preconditioning by preventing the prolongation of the first wave of expression NGFI-A untill 5 days, and in PVNm, on the contrary, was stimulated the second (delayed) wave of an expression of this transcription factor. The pattern of NGFI-A expression in the hippocampus, neocortex and hypothalamus of preconditioned rats revealed an obvious pathological response to aversive stress, which results in development of depressive frustration rather than the adaptation. Stress-induced modifications of early gene product NGFI-A expression in the brain caused by hypoxic preconditioning, possibly, play important role in tolerance to hard psychoemotional stresses and may be an important part of antidepressive mechanisms.