We have previously reported the effects of intracranial injections of dopamine D1, D2 and D3 ligands in animals subjected to the Novel Object Recognition (NOR) test following exposure to chronic mild stress (CMS) and chronic treatment with risperidone (RSP). Here, we present some molecular biological data from the same animals. It was predicted that brain-derived neurotrophic factor (BDNF) signalling in the prefrontal cortex (PFC) would reflect behavioural performance, implying an increase following acute administration of a D2 agonist or a D3 antagonist, blockade of this effect by CMS and its restoration by chronic RSP. In separate cohorts, animals were injected within the PFC or the hippocampus (HPC) with either the D1 agonist SKF-81297, the D2 agonist quinpirole or the D3 antagonist SB-277,011, following exposure to control conditions or CMS and chronic treatment with saline or RSP. Intracranial injections followed an exposure trial in the NOR test, with a retention trial 24 h later. Immediately afterwards, the animals were killed and expression of BDNF and TRKβ protein, and their respective mRNAs, was measured in PFC and HPC samples. CMS decreased the expression of TRKβ in both PFC and HPC. Several effects associated with intracranial injection were noted, but they were inconsistent and unrelated to CMS exposure. The effects of CMS on TRKβ are consistent with a decrease in BDNF signalling, albeit that expression of BDNF itself did not change significantly. There was no evidence for an involvement of the BDNF–TRKβ system in responses to RSP or dopamine ligands in animals exposed to CMS. However, there was a 24 h delay between the intracranial injection and tissue harvesting, meaning that brief early drug effects could have been missed.