Since depression produces a long-term negative impact on quality of life, understanding the pathophysiological changes implicated in this disorder is urgent. There is growing evidence that demonstrates a key role for dysfunctional energy metabolism in driving the onset of depression; thus, bioenergetic alterations should be extensively studied. Brain metabolism is known to be a glucocorticoid-sensitive process, but the long-lasting consequences in adulthood following high levels of glucocorticoids at the early stages of life are unclear. We examined a possible association between brain energetic changes induced by synthetic glucocorticoid-dexamethasone treatment in the prenatal period and depressive-like behavior. The results show a reduction in the oxidative phosphorylation process, Krebs cycle impairment, and a weakening of the connection between the Krebs cycle and glycolysis in the frontal cortex of animals receiving dexamethasone, which leads to ATP reduction. These changes appear to be mainly due to decreased expression of pyruvate dehydrogenase, impairment of lactate transport to neurons, and pyruvate to the mitochondria. Acute stress in adulthood only slightly modified the observed alterations in the frontal cortex, while in the case of the hippocampus, prenatal exposure to dexamethasone made this structure more sensitive to future adverse factors.