Major depressive disorder (MDD) is a prevalent, chronic, and relapse-prone psychiatric disease. However, the intermediate molecules resulting from stress and neurological impairment in different brain regions are still unclear. To clarify the pathological changes in the dentate gyrus (DG) and anterior cingulate cortex (ACC) regions of the MDD brain, which are the most closely related to the disease, we investigated the published microarray profile dataset GSE84183 to identify unpredictable chronic mild stress- (UCMS-) induced differentially expressed genes (DEGs) in the DG and ACC regions. Based on the DEG data, functional annotation, protein-protein interaction, and transcription factor (TF) analyses were performed. In this study, 1071 DEGs (679 upregulated and 392 downregulated) and 410 DEGs (222 upregulated and 188 downregulated) were identified in DG and ACC, respectively. The pathways and GO terms enriched by the DEGs in the DG, such as cell adhesion, proteolysis, ion transport, transmembrane transport, chemical synaptic transmission, immune system processes, response to lipopolysaccharide, and nervous system development, may reveal the molecular mechanism of MDD. However, the DEGs in the ACC involved metabolic processes, proteolysis, visual learning, DNA methylation, innate immune responses, cell migration, and circadian rhythm. Sixteen hub genes in the DG (Fn1, Col1a1, Anxa1, Penk, Ptgs2, Cdh1, Timp1, Vim, Rpl30, Rps21, Dntt, Ptk2b, Jun, Avp, Slit1, and Sema5a) were identified. Eight hub genes in the ACC (Prkcg, Grin1, Syngap1, Rrp9, Grwd1, Pik3r1, Hnrnpc, and Prpf40a) were identified. In addition, eleven TFs (Chd2, Zmiz1, Myb, Etv4, Rela, Tcf4, Tcf12, Chd1, Mef2a, Ubtf, and Mxi1) were predicted to regulate more than two of these hub genes. The expression levels of ten randomly selected hub genes that were specifically differentially expressed in the MDD-like animal model were verified in the corresponding regions in the human brain. These hub genes and TFs may be regarded as potential targets for future MDD treatment strategies, thus aiding in the development of new therapeutic approaches to MDD.