We compared different stress conditions on brain BDNF levels, in rats exposed to social isolation test (SIT) and predator scent tests (PST). BDNF expression in the frontal cortex, hippocampus, and amygdala was compared, and effects of chronic fluoxetine (FLU) treatment were evaluated. Rats were exposed to SIT and PST for one month. FLU was given (5 mg/kg/day, ip) throughout stress procedures. Controls, stress, and treatment groups were evaluated in elevated plus maze, anxiety scores were calculated. BDNF expression was determined by Western blot. SIT and PST induced anxiety in both sexes, females had greater anxiety scores than males (p < 0.05). FLU restored anxiety scores in both sexes (p < 0.01) in both tests. Male and female rats exhibited reduced cortical BDNF levels in SIT (p < 0.001). PST reduced cortical BDNF in females, but increased in males. Hippocampal BDNF expression was lowered in SIT (p < 0.01) and PST (p < 0.001) in both sexes. Female rats had 40% lower BDNF expression than males in the amygdala in SIT. FLU did not restore cortical BDNF in females in both tests, but reduced increased BDNF levels in males in PST (p < 0.001). FLU did not restore reduced brain BDNF in males in the hippocampus and amygdala, but restored in hippocampus, in females. Our findings indicate that sex differences must be considered in studies related to mood disorders of animal models, and suggest that BDNF expression in different brain regions are altered differentially in a gender-dependent manner in rats. Antianxiety effect of FLU is not mediated through increasing BDNF activity in cortex in both genders. Increased BDNF in hippocampus and amygdala may reflect antidepressant effect of FLU in female rats, but not in males.