Allopregnanolone is a neurosteroid implicated in mood disorders such as depression and anxiety. It acts as a GABAA receptor (GABAAR)-positive allosteric modulator and changes the expression of GABAAR subunits and of brain-derived neurotrophic factor (BDNF) in different brain regions. It has been demonstrated that such neurochemical changes may have an asymmetrical pattern regarding brain hemispheres. The aim of this study was to verify the behavioral and hemisphere-specific neurochemical effects of the bilateral intra-prefrontal cortex (intra-PFC) infusion of allopregnanolone in rats. Rats were exposed to the forced swim test and to the grooming microstructure test, followed by the right and left hemisphere-specific quantification of mRNA expression by Real-Time PCR of δ and γ2 GABAAR subunits and BDNF in the PFC and in the hippocampus. Though we did not observe any significant effects in the behavioral tests, intra-PFC allopregnanolone infusion bilaterally increased the mRNA expression of the δ subunit in the same area and of BDNF in the hippocampus. Both mRNA expressions of the γ2 subunit and BDNF were higher in the right than in the left PFC of control animals, and the hemisphere differences were not seen after allopregnanolone infusion. Overall hippocampal BDNF expression was also higher in the right hemisphere, but this asymmetry was not normalized by allopregnanolone. No asymmetries or changes were observed in the hippocampal mRNA expression of GABAAR subunits. These results point to a hemisphere-dependent regulation of GABAAR subunits and BDNF that can be modulated by intra-PFC allopregnanolone infusion, even in the absence of associated behavioral effects.