Chronic stress is a key contributor to depression. Previous studies have shown that oxidative stress and inflammation are increased by chronic stress and in subjects with depression. Thioredoxin is a small redox protein that regulates cellular redox balance and signaling. This protein can reverse protein cysteine oxidative modifications such as sulfenylation and nitrosylation, and inhibit stress-regulated apoptosis signal-regulating kinase 1 pathway. Therefore thioredoxin plays an important role in cellular defense against oxidative stress. Thioredoxin-interacting protein is an endogenous thioredoxin inhibitor. In the present study, to understand the role of thioredoxin in chronic stress and depression, we have investigated thioredoxin, thioredoxin-interacting protein, sulfenylation, nitrosylation and apoptosis signal-regulating kinase 1 phosphorylation in brain of mice exposed to chronic unpredictable stress (CUS). We found that mice exposed to CUS displayed decreased exploratory, increased anhedonic and increased despair depressive-like behaviours. We also found that although CUS had no effect on thioredoxin protein levels, it significantly increased levels of thioredoxin-interacting protein in mouse hippocampus and frontal cortex. CUS also increased protein cysteine sulfenylation, protein cysteine nitrosylation and apoptosis signal-regulating kinase 1 phosphorylation in mouse hippocampus and frontal cortex. These findings suggest that chronic stress may upregulate thioredoxin-interacting protein, subsequently inhibiting thioredoxin activity and enhancing oxidative protein cysteine modification and apoptosis signal-regulating kinase 1 pathway. These results also indicate that thioredoxin-interacting protein may have potential for depression treatment.