Depression is a common disease that afflicts one in six people at some points in life. Numerous hypotheses have been raised in past years, but the exact mechanism that can be used to explain the development of depression remains obscure. Recently, more and more attentions are being focused on neuroinflammation and oxidative stress in depression. WY-14643, an agonist of peroxisome proliferator-activated receptor-α (PPAR-α), has been reported to inhibit neuroinflammation and oxidative stress, and one of our previous studies have showed that WY-14643 possesses antidepressive activities. On that account, we investigated the effect of WY-14643 pretreatment on lipopolysaccharide (LPS)-induced depressive-like behaviors, neuroinflammation and oxido-nitrosative stress in mice. Results showed that WY-14643 pretreatment at the doses of 5 and 10 mg/kg significantly ameliorated LPS (0.83 mg/kg)-induced depressive-like behaviors in the tail suspension test (TST), forced swimming test (FST) and sucrose preference experiment. Further analysis showed that WY-14643 pretreatment not only inhibited the production of pro-inflammatory cytokines induced by LPS, such as interleukin-6 (IL-6), interleukin-1β (IL-1β) and tumor necrosis factor-α (TNF-α), but also prevented the LPS-induced enhancement of oxidative and nitrosative stress in the hippocampus and prefrontal cortex. In addition, the LPS-induced decreases in hippocampal and prefrontal cortical brain-derived neurotrophic factor (BDNF) levels were reversed by WY-14643 pretreatment. Taken together, our data provide further evidence to show that WY-14643 could be an agent that can be used to treat depression, and inhibition of neuroinflammation and oxido-nitrosative stress may be the potential mechanism for the antidepressive effect of WY-14643.