There is accumulating evidence to support the idea that brain-derived neurotrophic factor (BDNF) is involved in stress resilience. However, the precise molecular mechanisms underlying resilience in major depressive disorder (MDD) remain unknown. The objective of this study was to explore the role of methyl CpG binding protein 2 (MeCP2) and the BDNF/tropomyosin-receptor-kinase B (TrkB) signaling pathway in the stress resilience to chronic social defeat stress (CSDS) in mice. We found that the overexpression of MeCP2 inhibited BDNF transcription, resulting in BDNF mRNA and protein downregulation in neuro-2a cells. The overexpression of MeCP2 increased S80-MeCP2 and decreased S421-MeCP2, BDNF, the ratio of S133-cyclic AMP response element binding protein (CREB)/CREB and p-TrkB/TrkB expression in neuro-2a cells. In addition, using the CSDS mouse model, we found that MeCP2 mRNA levels were decreased in the medial prefrontal cortex (mPFC) of resilient mice and increased in the hippocampus of susceptible mice. BDNF exon IV promoter and BDNF mRNA levels were decreased in the mPFC and hippocampus of susceptible mice. Finally, MeCP2 and S80-MeCP2 protein levels were increased in the mPFC and hippocampus of susceptible mice, whereas the protein expression of S421-MeCP2 and BDNF, the ratio of S133-CREB/CREB, and the levels of p-TrkB/TrkB were decreased in susceptible mice. These data suggest that the overexpression of MeCP2 inhibits BDNF transcription in neuro-2a cells. The inhibition of MeCP2 expression and activation of the BDNF/TrkB signaling pathway may confer stress resilience in CSDS mice.