The purpose of this study was to investigate the possible therapeutic mechanism of Shuyu capsules in liver-qi depression. Liver-qi depression rats were prepared based on chronic unpredictable mild stress (CUMS) and delayed constraint. Rats were gavaged with Shuyu capsule, fluoxetine, Radix Bupleuri and Radix Paeoniae Alba to constrct rat models. Body weight test, sucrose preference test and open-field test were applied to test rat models. Western blot analysis and quantitative real-time PCR was applied to determine the relative expression of extracellular signal-regulated protein kinase (ERK), cyclic AMP response element binding protein (CREB) and brain-derived neurotrophic factor (BDNF) in hippocampus and frontal lobe tissues. ELISA was used to detect the content of BDNF in serum. Body weight, sugar intake and total distance were significantly decreased in depression group compared with control. The four drugs significantly increased levels of these factors. Compared with control group, ERK, CREB and BDNF expression were significantly decreased in depression group in both hippocampus and frontal lobe tissues at both mRNA and protein level. Shuyu capsule and fluoxetine group showed a significant increase in the expression of ERK, CREB and BDNF at mRNA, p-ERK and p-BDNF at protein level. Compared with Radix Paeoniae Alba, Radix Bupleuri were better in the rescue of ERK, CREB and BDNF expression. In conclusion, the pathogenesis of liver-qi depression associated with lower expression of ERK, CREB and BDNF in hippocampus and frontal. Shuyu capsule and main constitution alleviated the depressive-like behaviors and reversed the disruptions of the p-ERK, p-CREB and BDNF in stressed rats.