The first-generation antihistamine chlorpheniramine (CPA) is believed to have both anxiolytic and antidepressant properties. The current study sought to assess the mechanisms behind the antidepressant and anxiolytic effects of CPA therapy concerning oxidative stress, inflammation, and nuclear factor p45 for erythroid 2-Brain-derived neurotrophic factor (Nrf2-BDNF) signaling pathway in forced swimming-induced depressive-like behavior and anxiety. Eighteen male Wistar rats (180–200 gm) rats were separated into three groups (n = 6): a stressed group (acute stress) that underwent the forced swimming test (FST) and a stressed group that received pretreatment with CPA (10 mg/kg body weight) for 3 weeks (CPA + acute stress). Animals were subsequently put through the following behavioral tests after undergoing a forced swim test (FST) for 5 min: an immobility test, open field test, and elevated plus maze test. Serum cortisol levels were measured when the rats were euthanized at the end of the experiments. Brain neurotransmitters (cortisol, serotonin, and noradrenaline), oxidative stress (SOD and MDA), inflammatory (IL-6 and IL-1) biomarkers, and the Nrf2-BDNF signaling pathway in the hippocampus and cerebral cortex tissues was determined. CPA prevented stress-induced increases in cortisol levels (p < 0.0001), decreased brain neurotransmitters, and increased oxidative stress and inflammation. CPA also upregulated the Nrf2-BDNF signaling pathway. Thus, CPA mitigates depressive-like behavior and anxiety by inhibiting oxidative stress and inflammation and upregulating the Nrf2-BDNF signaling pathway in the brain tissues.