We report here our immunocytochemical studies establishing that the development of a depression-like state in rats following unavoidable stress in a "learned helplessness" model is accompanied by stable activation of the expression of transcription factor NGFI-A in the dorsal hippocampus (field CA1) and the magnocellular paraventricular nucleus of the hypothalamus, along with an early wave of post-stress expression, which died down rapidly, in the ventral hippocampus (the dentate gyrus) and a long period of up to five days of high-level expression in the neocortex. In rats subjected to three sessions of preconditioning consisting of moderate hypobaric hypoxia (360 mmHg, 2 h, with intervals of 24 h), which did not form depression in these circumstances, there were significant changes in the dynamics of immunoreactive protein content in the hippocampus, with a stable increase in expression in the ventral hippocampus and only transient and delayed (by five days) expression in field CA1. In the neocortex (layer II), preconditioning eliminated the effects of stress, preventing prolongation of the first wave of NGFI-A expression to five days, while in the magnocellular hypothalamus, conversely, preconditioning stimulated a second (delayed) wave of the expression of this transcription factor. The pattern of NGFI-A expression in the hippocampus, neocortex, and hypothalamus seen in non-preconditioned rats appears to reflect the pathological reaction to aversive stress, which, rather than adaptation, produced depressive disorders. Post-stress modification of the expression of the product of the early gene NGFI-A in the brain induced by hypoxic preconditioning probably plays an important role in increased tolerance to severe psychoemotional stresses and is an important component of antidepressant mechanisms.