The mechanisms of treatment-resistant depression (TRD) are not clear and are difficult to study. An animal model resembling human TRD is the Wistar Kyoto rat strain. In the present study, we focused on selecting miRNAs that differentiate rats of the WKY strain from Wistar Han (WIS) rats in two divisions of the habenula, the lateral and medial (LHb and MHb, respectively). Based on our preliminary study and literature survey, we identified 32 miRNAs that could be potentially regulated in the habenula. Six miRNAs significantly differentiated WKY rats from WIS rats within the MHb, and three significantly differentiated WKY from WIS rats within the LHb. Then, we selected relevant transcripts regulated by those miRNAs, and their expression in the habenular nuclei was investigated. For mRNAs that differentiated WKY rats from WIS rats in the MHb (Cdkn1c, Htr7, Kcnj9, and Slc12a5), their lower expression correlated with a higher level of relevant miRNAs. In the LHb, eight mRNAs significantly differentiated WKY from WIS rats (upregulated Htr4, Drd2, Kcnj5, and Sstr4 and downregulated Htr2a, Htr7, Elk4, and Slc12a5). These data indicate that several important miRNAs are expressed in the habenula, which differentiates WKY rats from WIS rats and in turn correlates with alterations in the expression of target transcripts. Of particular note are two genes whose expression is altered in WKY rats in both LHb and MHb: Slc12a5 and Htr7. Regulation of KCC2 via the 5-HT7 receptor may be a potential target for the treatment of TRD.