Depression and anxiety are major global health burdens. Although SSRIs targeting the serotonergic system are prescribed over 200 million times annually, they have variable therapeutic efficacy and side effects, and mechanisms of action remain incompletely understood. Here, we comprehensively characterise the molecular landscape of gene regulatory changes associated with fluoxetine, a widely-used SSRI. We performed multimodal analysis of SSRI response in 27 mammalian brain regions using 310 bulk RNA-seq and H3K27ac ChIP-seq datasets, followed by in-depth characterisation of two hippocampal regions using single-cell RNA-seq (20 datasets). Remarkably, fluoxetine induced profound region-specific shifts in gene expression and chromatin state, including in the nucleus accumbens shell, locus coeruleus and septal areas, as well as in more well-studied regions such as the raphe and hippocampal dentate gyrus. Expression changes were strongly enriched at GWAS loci for depression and antidepressant drug response, stressing the relevance to human phenotypes. We observed differential expression at dozens of signalling receptors and pathways, many of which are previously unknown. Single-cell analysis revealed stark differences in fluoxetine response between the dorsal and ventral hippocampal dentate gyri, particularly in oligodendrocytes, mossy cells and inhibitory neurons. Across diverse brain regions, integrative omics analysis consistently suggested increased energy metabolism via oxidative phosphorylation and mitochondrial changes, which we corroborated in vitro; this may thus constitute a shared mechanism of action of fluoxetine. Similarly, we observed pervasive chromatin remodelling signatures across the brain. Our study reveals unexpected regional and cell type-specific heterogeneity in SSRI action, highlights under-studied brain regions that may play a major role in antidepressant response, and provides a rich resource of candidate cell types, genes, gene regulatory elements and pathways for mechanistic analysis and identifying new therapeutic targets for depression and anxiety.