The high rates of co-morbidity of drug addiction with depression may be attributable to shared neurobiology. Here, we discuss shared neurobiological substrates in drug withdrawal and depression, with an emphasis on changes in brain reward circuitry that may underlie anhedonia, a core symptom of depression and drug withdrawal. We explored experimentally whether clinical antidepressant medications or other treatments would reverse the anhedonia observed in rats undergoing spontaneous nicotine or amphetamine withdrawal, defined operationally as elevated brain reward thresholds. The co-administration of selective serotonin reuptake inhibitors with a serotonin-1A receptor antagonist, or the tricyclic antidepressant desipramine, or the atypical antidepressant bupropion ameliorated nicotine or amphetamine withdrawal in rats. Thus, increases in monoaminergic neurotransmission, or neuroadaptations induced by increased monoaminergic neurotransmission, ameliorated depression-like aspects of drug withdrawal. Further, chronic pretreatment with the atypical antipsychotic clozapine, that has some efficacy in the treatment of the depression-like symptoms of schizophrenia, attenuated nicotine and amphetamine withdrawal. Finally, a metabotropic glutamate 2/3 receptor antagonist reversed threshold elevations associated with nicotine withdrawal. The effects of these pharmacological manipulations are consistent with the altered neurobiology observed in drug withdrawal and depression. Thus, these data support the hypothesis of common substrates mediating the depressive symptoms of drug withdrawal and those seen in psychiatric patients. Accordingly, the anhedonic state associated with drug withdrawal can be used to study the neurobiology of anhedonia, and thus contribute to the identification of novel targets for the treatment of depression-like symptoms seen in various psychiatric and neurological disorders.