A growing body of evidence associates activation of immune system with depressive symptoms. Accordingly, pro-inflammatory cytokines, such as tumor necrosis factor-α (TNF-α), have been shown to play a pivotal role in the pathophysiology of depression. The aim of this study was to evaluate the effectiveness of acute and subchronic treatments with (m-CF3-PhSe)2 to prevent the depressive-like behavior induced by intracerebroventricular injection of TNF-α in mice. TNF-α induced depressive-like behavior in the forced swimming test (FST) and tail suspension test (TST) (0.1 and 0.001 ƒg/5 μL/site, respectively) without changing locomotor activity, performed in the locomotor activity monitor (LAM). Acute (0.01-50 mg/kg; intragastric (i.g.); 30 min) and subchronic (0.01 and 0.1 mg/kg; i.g.; 14 days) treatments with (m-CF3-PhSe)2 at low doses were effective against the effect of TNF-α in the FST and TST. Nuclear factor-κB (NF-κB) and p38 mitogen-activated protein kinase (p38 MAPK), important proteins in TNF-activated signaling, were determined in the prefrontal cortex and hippocampus of mouse. TNF-α (0.1 ƒg/5 μL/site) increased NF-κB levels and p38 MAPK activation in both brain areas and acute (10 mg/kg; i.g.) and subchronic (0.01 mg/kg; i.g.) treatments with (m-CF3-PhSe)2 were effective in attenuating this increase. Although more studies are necessary to indicate this compound as a therapeutic alternative to depression, the antidepressant-like and anti-inflammatory effects of (m-CF3-PhSe)2 demonstrated herein may support it as an interesting molecule in the search for new drugs to treat depressive disorders that have been largely linked to immune process and inflammation.