Stress is the main non-genetic source of psychopathology. Therefore, the identification of neurobiological bases of resilience, the resistance to pathological outcomes of stress, is a most relevant topic of research. It is an accepted view that resilient individuals are those who do not develop helplessness, or other depression-like phenotypes, following a history of stress. In the present review, we discuss the phenotypic differences between mice of the inbred C57BL/6J and DBA/2J strains that could be associated with the strain-specific resistance to helplessness observable in DBA/2J mice. The reviewed results support the hypothesis that resilience to stress-promoted helplessness develops through interactions between a specific genetic makeup and a history of stress, and is associated with an active coping style, a bias toward the use of stimulus-response learning, and specific adaptive changes of mesoaccumbens dopamine transmission under stress. Finally, evidence that compulsivity represents a side effect of the neuroadaptive processes fostering resistance to develop depressive-like phenotypes under stress is discussed.