Inflammation and oxidative and nitrosative stresses are linked to depression pathogenesis. In this context, lipopolysaccharide (LPS) has been used to induce acute inflammation and microglia activation, being considered a valuable model of depression. Therefore, the development of new medicines with greater efficiency and fewer side effects for managing depression is relevant. Among these medicines are compounds of natural origin, such as lectins. Previous studies have shown that the lectin from marine alga Solieria filiformis (SfL) has anti-inflammatory and antidepressant-like effects. Hence, it aimed to test the SfL effects against LPS-induced depressive-like behavior in mice and putative antioxidant mechanisms related to this effect and elucidate the secondary structure properties of this lectin. First, SfL was purified through sequential chromatography, and its secondary structure was analyzed by circular dichroism spectroscopy. Then, SfL (9 mg/kg; intravenously–i.v.) was administered 30 min before LPS (pre-LPS) or 1.5 and 23.5 h following LPS (post-LPS) intraperitoneal (i.p.) exposure in male Swiss mice. Saline and bupropion (30 mg/kg, i.p.) were used as controls. After the behavioral tests, mice were euthanized, and the brain areas prefrontal cortex, hippocampus, and striatum were dissected for determining oxidative and nitrosative alterations. As a result, the secondary structure of SfL is mainly composed of antiparallel β-sheets, is thermally stable up to 45 °C, and has no renaturation capacity after thermal denaturation. Furthermore, SfL prevented and reversed the behavioral and neurochemical changes LPS-induced. Thus, the present study provides a theoretical basis for an algal lectin as a promising therapeutic strategy for depression treatment.