Major depressive disorder (MDD) is a common psychiatric disorder that involves marked disabilities in global functioning, anorexia, and severe medical comorbidities. MDD is associated with not only psychological and sociocultural problems, but also pervasive physical dysfunctions such as metabolic, neurobiological and immunological abnormalities. Nevertheless, the mechanisms underlying the interactions between these factors have yet to be determined in detail. The aim of the present study was to identify the molecular mechanisms responsible for the interactions between MDD and dysregulation of physiological homeostasis, including immunological function as well as lipid metabolism, coagulation, and hormonal activity in the brain. We generated depression-like behavior in mice using chronic mild stress (CMS) as a model of depression. We compared the gene expression profiles in the prefrontal cortex (PFC) of CMS and control mice using microarrays. We subsequently categorized genes using two web-based bioinformatics applications: Ingenuity Pathway Analysis and The Database for Annotation, Visualization, and Integrated Discovery. We then confirmed significant group-differences by analyzing mRNA and protein expression levels not only in the PFC, but also in the thalamus and hippocampus. These web tools revealed that hepatocyte nuclear factor 4 alpha (Hnf4a) may exert direct effects on various genes specifically associated with amine synthesis, such as genes involved in serotonin metabolism and related immunological functions. Moreover, these genes may influence lipid metabolism, coagulation, and hormonal activity. We also confirmed the significant effects of Hnf4a on both mRNA and protein expression levels in the brain. These results suggest that Hnf4a may have a critical influence on physiological homeostasis under depressive states, and may be associated with the mechanisms responsible for the interactions between MDD and the dysregulation of physiological homeostasis in humans.