Relief learning is the association of environmental cues with the cessation of aversive events. While there is increasing knowledge about the neural circuitry mediating relief learning, the respective molecular pathways are not known. Therefore, the aim of the present study was to examine different putative molecular pathways underlying relief learning. To this purpose, male rats were subjected either to relief conditioning or to a pseudo conditioning procedure. Forty-five minutes or 6 h after conditioning, samples of five different brain regions, namely the prefrontal cortex, nucleus accumbens (NAC), dorsal striatum, dorsal hippocampus, and amygdala, were collected. Using quantitative Western blots, the expression level of CREB, pCREB, ERK1/2, pERK1/2, CaMKIIα, MAP2K, PKA, pPKA, Akt, pAkt, DARPP-32, pDARPP-32, 14-3-3, and neuroligin2 were studied. Our analyses revealed that relief conditioned rats had higher CREB phosphorylation in NAC 6 h after conditioning than pseudo conditioned rats. The data further revealed that this CREB phosphorylation was mainly induced by dopamine D1 receptor-mediated activation of PKA, however, other kinases, downstream of the NMDA receptor, may also contribute. Taken together, the present study suggests that CREB phosphorylation, induced by a combination of different molecular pathways downstream of dopamine D1 and NMDA receptors, is essential for the acquisition and consolidation of relief learning.