The psychopathology of depression is highly complex and the outcome of studies on animal models is divergent. In order to find brain regions that could be metabolically distinctively active across a variety of mouse depression models and to compare the interconnectivity of brain regions of wild-type and such genetically modified mice, histochemical mapping of oxidative metabolism was performed by the measurement of cytochrome oxidase activity. We included mice with the heterozygous knockout of the vesicular glutamate transporter (VGLUT1−/+), full knockout of the cannabinoid 1 receptor (CB1−/−), an anti-sense knockdown of the glucocorticoid receptor (GRi) and overexpression of the human 5-hydroxytryptamine transporter (h5-HTT). Altogether 76 mouse brains were studied to measure oxidative metabolism in one hundred brain regions, and the obtained dataset was submitted to a variety of machine learning algorithms and multidimensional scaling. Overall, the top brain regions having the largest contribution to classification into depression model were the lateroanterior hypothalamic nucleus, the anterior part of the basomedial amygdaloid nucleus, claustrum, the suprachiasmatic nucleus, the ventromedial hypothalamic nucleus, and the anterior hypothalamic area. In terms of the patterns of inter-regional relationship between wild-type and genetically modified mice there was little overall difference, while the most deviating brain regions were cortical amygdala and ventrolateral and ventral posteromedial thalamic nuclei. The GRi mice that most clearly differed from their controls exhibited deviation of connectivity for a number of brain regions, such as ventrolateral thalamic nucleus, the intermediate part of the lateral septal nucleus, the anteriodorsal part of the medial amygdaloid nucleus, the medial division of the central amygdaloid nucleus, ventral pallidum, nucleus of the vertical limb of the diagonal band, anteroventral parts of the thalamic nucleus and parts of the bed nucleus of the stria terminalis. Conclusively, the GRi mouse model was characterized by changes in the functional connectivity of the extended amygdala and stress response circuits.