Increased levels of pro-inflammatory cytokines have been reported in postmortem brain samples and in the blood of depressed subjects. However, the inflammatory pathways that lead to depressive-like symptoms are not well understood. Using the learned helplessness (LH) model of depression, we examined the role of C1q, the initiator of classical complement pathway in mediating stress-induced depressive-like behavior in mice. We observed no significant changes in social behavior, despair behavior, spatial memory, and aggressive behavior between the wild type (WT) and C1q knockout (KO) mice. However, C1q deletion exacerbated the inescapable electric foot shock-induced learned helplessness behavior in mice. We found significant reductions in C1q mRNA levels in the prefrontal cortex (PFC) of WT helpless mice as compared to the naïve mice. Increased levels of pro-inflammatory cytokines were found in the PFC of C1q KO mice. These findings suggest that classical complement pathway-mediated learned helplessness behavior is accompanied by neuroinflammatory changes under stressful conditions.