Recent studies indicate that nitrous oxide (N2O), a gaseous anesthetic and an NMDA (N-methyl-D-aspartate) receptor antagonist, produces rapid antidepressant effect in patients suffering from treatment-resistant depression. Our recent work implies that hypothermia and reduced energy expenditure are connected with antidepressant-induced activation of TrkB neurotrophin receptors — a key regulator of synaptic plasticity. In this study, we demonstrate that a brief exposure to N2O leads to a drop in body temperature following the treatment, which is linked to decreased locomotor activity; enhanced slow-wave electroencephalographic activity; reduced brain glucose utilization; and increased phosphorylation of TrkB, GSK3β (glycogen synthase kinase 3β), and p70S6K (a kinase downstream of mTor (mammalian target of rapamycin)) in the medial prefrontal cortex of adult male mice. Moreover, preventing the hypothermic response in a chronic corticosterone stress model of depression attenuated the antidepressant-like behavioral effects of N2O in the saccharin preference test. These findings indicate that N2O treatment modulates TrkB signaling and related neurotrophic signaling pathways in a temperature-dependent manner, suggesting that the phenomenon driving TrkB activation — altered thermoregulation and energy expenditure — is linked to antidepressant-like behavioral responses.