The dried ripe fruit of Gardenia jasminoides Ellis was usually applied as an herb medicine in Traditional Chinese Medicine. It was suggested that the Gardenia jasminoides oil extract (oil from Fructus Gardeniae [OFG]) might serve as a potential treatment for depression, whereas its pathogenesis still remained not fully understood. The present research was conducted to evaluate the anti-depressive effect of OFG in mice and explore its potential mechanism. The OFG and ketamine (KET) were intragastrically and intraperitoneally treated, respectively. Thereafter, the animals were subjected to the behavior tests. The expressions of protein kinase A (PKA), brain derived neurotrophic factor (BDNF), cAMP response element-binding protein (CREB) in hippocampus were detected by Western blot. The selective PKA inhibitor H-89 was also applied to confirm the mechanism. As a result, OFG and KET treatment improved the behavior performance. Furthermore, the administrations of OFG effectively enhanced the expressions of PKA, p-CREB, and BDNF. With the application of selective PKA inhibitor H-89, the ameliorated effects caused by OFG were blocked, but not by KET. In conclusion, the presented work indicated that OFG-exerted protective effect on depression through PKA-CREB-BDNF signaling.