Depression is a severe and chronic psychiatric disease, affecting 350 million subjects worldwide. Although multiple antidepressants have been used in the treatment of depressive symptoms, their beneficial effects are limited. The soluble epoxide hydrolase (sEH) plays a key role in the inflammation that is involved in depression. Thus, we examined here the role of sEH in depression. In both inflammation and social defeat stress models of depression, a potent sEH inhibitor, TPPU, displayed rapid antidepressant effects. Expression of sEH protein in the brain from chronically stressed (susceptible) mice was higher than of control mice. Furthermore, expression of sEH protein in postmortem brain samples of patients with psychiatric diseases, including depression, bipolar disorder, and schizophrenia, was higher than controls. This finding suggests that increased sEH levels might be involved in the pathogenesis of certain psychiatric diseases. In support of this hypothesis, pretreatment with TPPU prevented the onset of depression-like behaviors after inflammation or repeated social defeat stress. Moreover, sEH KO mice did not show depression-like behavior after repeated social defeat stress, suggesting stress resilience. The sEH KO mice showed increased brain-derived neurotrophic factor (BDNF) and phosphorylation of its receptor TrkB in the prefrontal cortex, hippocampus, but not nucleus accumbens, suggesting that increased BDNF-TrkB signaling in the prefrontal cortex and hippocampus confer stress resilience. All of these findings suggest that sEH plays a key role in the pathophysiology of depression, and that epoxy fatty acids, their mimics, as well as sEH inhibitors could be potential therapeutic or prophylactic drugs for depression.