Brain-derived neurotrophic factor (BDNF) is implicated in the pathology of major depression and influences the inflammatory response. Prolonged immune system activation can cause depression symptoms, and individuals with low BDNF expression may be vulnerable to inflammation-induced depression. We tested the hypothesis that BDNF deficient mice are vulnerable to the induction of depressive-like behavior following peripheral immune challenge. BDNF heterozygous (BDNF+/-) or wild-type (BDNF+/+) littermate mice were injected intraperitoneally (i.p.) with endotoxin (lipopolysaccharide, LPS) to trigger an acute pro-inflammatory response. After resolution of the acute sickness response, central expression of inflammatory genes, kynurenine metabolites, and depressive-like behaviors across multiple dimensions (symptoms) were measured. BDNF+/- mice displayed an exaggerated neuroinflammatory response following peripheral immune challenge. Pro-inflammatory cytokines interleukin-1β (IL-1β), tumor necrosis factor α (TNFα) and interleukin-6 (IL-6) were overexpressed in BDNF+/- mice relative to BDNF+/+ littermate control mice. While behavioral despair and anxiety-like behavior was not different between genotypes, LPS-induced anhedonia-like behavior was significantly more pronounced in BDNF+/- mice relative to BDNF+/+ mice. The kynurenine pathway mediates the many depressive-like behavioral effects of peripheral LPS, and similar to pro-inflammatory cytokine gene expression, indoleamine 2,3-dioxygenase (IDO) expression and kynurenine metabolism was exaggerated in BDNF+/- mice. Genetic BDNF deficiency results in a dysregulated neuroinflammatory and metabolic response to peripheral immune challenge and in a specific vulnerability to the development of inflammation-induced anhedonia.