The melanocortin (MC) system confines unique G-protein coupled receptor pathways, which include the MC(1-5) receptors and their endogenous agonists and antagonists, the MCs and the agouti and agouti-related proteins. The MC4 receptor is an important target for development of drugs for treatment of obesity and cachexia. While natural MC peptides are selective for the MC1 receptor, some cyclic pentapeptides, such as the HS-129 peptide, show high selectivity for the MC4 receptor. Here we gained insight into the mechanisms for its recognition by MC receptors. To this end we correlated the interaction data of four HS peptide analogues with four wild-type and 14 multiple chimeric MC receptors to the binary and physicochemical descriptions of the studied entities by use of partial least squares regression, which resulted in highly valid proteochemometric models. Analysis of the models revealed that the recognition sites of the HS peptides are different from the earlier proteochemometrically mapped linear MSH peptides' recognitions sites, although they overlap partially. The analysis also revealed important amino acids that explain the selectivity of the HS-129 peptide for the MC4 receptor.