Exposure of an organism to chronic psychosocial stress may affect brain-derived neurotrophic factor (BDNF) expression that has been implicated in the etiology of psychiatric disorders, such as depression. Given that depression in humans has been linked with social stress, the chronic social stress paradigms for modeling psychiatric disorders in animals have thus been developed. Chronic social isolation in animal models generally causes changes in hypothalamic-pituitary-adrenal axis functioning, associated with anxiety- and depressive-like behaviors. Also, this chronic stress causes downregulation of BDNF protein and mRNA in the hippocampus, a stress-sensitive brain region closely related to the pathophysiology of depression. In this review, we discuss the current knowledge regarding the structure, function, intracellular signaling, inter-individual differences and epigenetic regulation of BDNF in both physiological conditions and depression and changes in corticosterone levels, as a marker of stress response. Since BDNF levels are age dependent in humans and rodents, this review will also highlight the effects of adolescent and adult chronic social isolation models of both genders on the BDNF expression.