As a result of physical exercise, muscle releases multiple exerkines, such as “irisin”, which is thought to induce pro-cognitive and antidepressant effects. We recently demonstrated in young healthy mice the mitigation of depressive behaviors induced by consecutive 5 day irisin administration. To understand which molecular mechanisms might be involved in such effect, we here studied, in a group of mice previously submitted to a behavioral test of depression, the gene expression of neurotrophins and cytokines in the hippocampus and prefrontal cortex (PFC), two brain areas frequently investigated in the depression pathogenesis. We found significantly increased mRNA levels of nerve growth factor (NGF) and fibroblast growth factor 2 (FGF-2) in the hippocampus and brain-derived growth factor (BDNF) in the PFC. We did not detect a difference in the mRNA levels of interleukin 6 (IL-6) and IL-1β in both brain regions. Except for BDNF in the PFC, two-way ANOVA analysis did not reveal sex differences in the expression of the tested genes. Overall, our data evidenced a site-specific cerebral modulation of neurotrophins induced by irisin treatment in the hippocampus and the PFC, contributing to the search for new antidepressant treatments targeted at single depressive events with short-term protocols.