Beyond the current hypothesis of depression, several new biological substrates have been proposed for this disorder. The present study investigated whether the anti-inflammatory drugs celecoxib and piroxicam have antidepressant activity in animal models of depression. After acute administration, we observed antidepressant-like effects of celecoxib (10 mg/kg) and piroxicam (10 mg/kg) in the modified forced swim test in rats. Piroxicam increased serotonin and norepinephrine levels in the hippocampus. Prolonged (21-day) treatment with celecoxib (10 mg/kg) and piroxicam (10 mg/kg) rescued sucrose preference in a chronic mild stress model of depression. Additionally, the chronic mild stress-induced reduction of hippocampal glutathione was prevented by treatment with celecoxib and piroxicam. Superoxide dismutase in the hippocampus was increased after chronic mild stress compared with the non-stressed saline group. The non-stressed celecoxib and piroxicam groups and stressed piroxicam group exhibited an increase in hippocampal superoxide dismutase activity compared with the stressed saline group. Lipid hydroperoxide was increased in the stressed group treated with vehicle and non-stressed group treated with imipramine but not in the stressed groups treated with celecoxib and piroxicam. These results suggest that the antidepressant-like effects of anti-inflammatory drugs might be attributable to enhanced antioxidant defenses and attenuated oxidative stress in the hippocampus.