Major depressive disorder is associated with chronic inflammation and deficient production of brain-derived neurotrophic factor (BDNF). Bone marrow mononuclear cell (BMMC) transplantation has an anti-inflammatory effect and has been proven effective in restoring non-depressive behavior. This study investigated whether BMMC transplantation can prevent the development of depression or anxiety in chronic mild stress (CMS), as well as its effect on inflammatory and neurogenic molecules.