INTRODUCTION: Major depressive disorder is associated with chronic inflammation and deficient production of brain-derived neurotrophic factor (BDNF). Bone marrow mononuclear cell (BMMC) transplantation has an anti-inflammatory effect and has been proven effective in restoring non-depressive behavior. This study investigated whether BMMC transplantation can prevent the development of depression or anxiety in chronic mild stress (CMS), as well as its effect on inflammatory and neurogenic molecules. METHOD: Three groups of animals were compared: BMMC-transplanted animals subjected to CMS for 45 days, CMS non-transplanted rats, and control animals. After the CMS period, the three groups underwent the following behavioral tests: sucrose preference test (SPT), eating-related depression test (ERDT), social avoidance test (SAT), social interaction test (SIT), and elevated plus maze test (EPMT). Transplanted cell tracking and measurement of the expression of high-mobility group box 1 (HMGB1), interleukin-1ß (IL-1ß), tumor necrosis factor (TNFα), and BDNF were performed on brain and spleen tissues. RESULTS: BMMC transplantation prevented the effects of CMS in the SPT, ERDT, SAT, and SIT, while prevention was less pronounced in the EPMT. It was found to prevent increased HMGB-1 expression induced by CMS in the hippocampus and spleen, increase BDNF expression in both tissues, and prevent increased IL-1ß expression in the hippocampus alone, while no effect of the transplant was observed in the TNFα expression. In addition, no transplanted cells were found in either the brain or spleen. CONCLUSIONS: BMMC transplantation prevents the development of depression and anxiety-like behavior triggered by CMS. It could prevent increased HMGB-1 and IL-1ß expression in the hippocampus and increased BDNF expression in the same tissue. Cell treatment represents a further perspective in the research and treatment of depression and possible mood disorders.