Quercetin is a polyphenol with multiple biological activities, and results of our preliminary study showed that it could shorten the immobility time of mice in the forced swimming test and tail suspending test. The aim of this study was to investigate its effects on the behavioral performance of lipopolysaccharide (LPS)-challenged rats and explore the potential mechanism. The results showed that intragastrical administration of quercetin (40 mg/kg) could improve the bodyweight gain of LPS-challenged rats, increase the saccharin preference index in the saccharin preference test and the novel arm preference index in the Y-maze, and decrease the immobility time in the FST. However, it showed no significant effect on the performance of LPS-challenged rats in the Morris water maze and the plasma concentrations of nesfatin-1, C-reactive protein (CRP), and IL-6. Results of western blot showed that the expression levels of BDNF, Copine 6, p-TrkB, and the triggering receptors expressed on myeloid cells (TREM) 1 were decreased in both the hippocampus and the prefrontal cortex (PFC) of LPS-challenged rats, while the expression of TREM2 was increased. The protein expression of synapsin-1 was decreased in the hippocampus without significant changes in the PFC. These imbalance protein expressions could be balanced by treatment with quercetin. The results suggested that quercetin could alleviate LPS-induced depression-like behaviors and impairment of learning and memory in rats, the mechanism of which might be involved with regulating the BDNF-related imbalance expression of Copine 6 and TREM1/2 in the hippocampus and the PFC.