Cerebral dopamine neurotrophic factor (CDNF) is an unconventional neurotrophic factor because it does not bind to a known specific receptor on the plasma membrane and functions primarily as an unfolded protein response (UPR) regulator in the endoplasmic reticulum. Data on the effects of CDNF on nonmotor behavior and monoamine metabolism are limited. Here, we performed the intracerebroventricular injection of a recombinant CDNF protein at doses of 3, 10, and 30 μg in C57BL/6 mice. No adverse effects of the CDNF injection on feed and water consumption or locomotor activity were observed for 3 days afterwards. Decreases in body weight and sleep duration were transient. CDNF-treated animals demonstrated improved performance on the operant learning task and a substantial decrease in anxiety and behavioral despair. CDNF in all the doses enhanced serotonin (5-HT) turnover in the murine frontal cortex, hippocampus, and midbrain. This alteration was accompanied by changes in the mRNA levels of the 5-HT1A and 5-HT7 receptors and in monoamine oxidase A mRNA and protein levels. We found that CDNF dramatically increased c-Fos mRNA levels in all investigated brain areas but elevated the phosphorylated-c-Fos level only in the midbrain. Similarly, enhanced CREB phosphorylation was found in the midbrain in experimental animals. Additionally, the upregulation of a spliced transcript of XBP1 (UPR regulator) was detected in the midbrain and frontal cortex. Thus, we can hypothesize that exogenous CDNF modulates the UPR pathway and overall neuronal activation and enhances 5-HT turnover, thereby affecting learning and emotion-related behavior.