Increasing evidence suggests that depression is accompanied by dysregulation of neuroimmune system. Sulforaphane (SFN) is a natural compound with antioxidative, anti-inflammatory and neuroprotective activities. The present study aims to investigate the effects of SFN on depressive- and anxiety-like behaviors as well as potential neuroimmune mechanisms in mice. Repeated SFN administration (10 mg/kg, i.p.) significantly decreased the immobility time in the forced swimming test (FST), tail suspension test (TST), and latency time to feeding in the novelty suppressed feeding test (NSF), and increased the time in the central zone in the open field test (OPT). Using the chronic mild stress (CMS) paradigm, we confirmed that repeated SFN (10 mg/kg, i.p.) administration significantly increased sucrose preference in the sucrose preference test (SPT), and immobility time in the FST and TST of mice subjected to CMS. Also, SFN treatment significantly reversed anxiety-like behaviors (assessed by the OPT and NSF) of chronically stressed mice. Finally, ELISA analysis showed that SFN administration blocked the increase in the serum levels of corticosterone (CORT), adrenocorticotropic hormone (ACTH), interleukin-6 (IL-6) and tumor necrosis factor-α (TNF-α) in chronically stressed mice. In summary, these findings demonstrated that SFN has antidepressant- and anxiolytic-like activities in stressed mice model of depression, which likely occurs by inhibiting the hypothalamic-pituitary-adrenal (HPA) axis and inflammatory response to stress. These data support further exploration for developing SFN as a novel agent to treat depression and anxiety disorders.