To analyze the differentially expressed genes and their possible biological function in the brain tissues (hippocampus and amygdala) of depressed mice based on bioinformatics methods. Methods: Data set GSE151807 in the GEO database was selected, and the R software and Limma package were used to screen differentially expressed genes. Gene set enrichment analysis was carried out on the expression matrix of data set GSE151807. Gene ontology (GO) enrichment analysis and KEGG pathway enrichment analysis were performed on the differentially expressed genes using the David (Database for Annotation, Visualization, and Integrated Discovery) online tool. The String website was used to construct a protein-protein interaction network (PPI) of the differentially expressed genes. The Cytoscape software was used for module clustering, key gene screening, and data visualization. Results: The expression levels of 351 genes in the brain tissues (hippocampus and amygdala) of depressed mice showed change; 182 genes were up-regulated and 169 down-regulated. Gene set enrichment analysis of the gene expression matrix showed that genes related with the neuroactive ligand-receptor interaction, ubiquitin-mediated proteolysis, Huntington's disease, glutathione metabolism, peroxidase, and long-term depression were significantly enriched. GO enrichment analysis showed that regulation of transcription from the RNA polymerase II promoter, intracellular membrane-bounded organelles, and transcription factor activity regulation were significantly enriched. KEGG pathway enrichment analysis revealed that nicotinate and nicotinamide metabolism, progesterone-mediated oocyte maturation, and ECM-receptor interaction were significantly enriched. Through construction of the protein interaction network, two hub genes Fos and Itpkb were selected. Fos gene is a down-regulated gene in the hippocampus and amygdala tissue of depressed mice while Itpkb gene is an up-regulated gene. Conclusion: Gene expression in the brain tissues (hippocampus and amygdala) of depressed mice is significantly changed. Differentially expressed genes are involved in different biological processes and signaling pathways. Fos and Itpkb may be key genes related to depression and may be used as potential targets of anti-depression drugs.