Exposure to stress during early postnatal development can cause neurological disorders in adulthood. The aim of this study was to evaluate changes in behavior, learning ability, and the content of the neurotrophic factor BDNF in rats that underwent neonatal stress. In addition, we studied the possibility of correction of the effects of neonatal stress by subsequent administration of an analog of the ACTH(4-10) fragment Semax. Neonatal isolation (NI) was used as a stress stimulus. Rat pups were separated from their mother and littermates for 5 h per day each day during the period from the 1st to the 14th day of life. The control animals were left in their nest in the first 2 weeks of life. From the 15th to 28th day of life, half of the rats subjected to NI were intranasally treated with Semax daily at a dose of 0.05 mg/kg. The remaining animals received intranasal injection of solvent at the same time. It has been shown that NI leads to an increase in the level of anxiety, a slight increase in depression, and impaired retention of the passive avoidance task in rats during the second month of life. At the age of 1 month, we observed an increase in the content of BDNF in the frontal cortex in the rats with NI; at the age of 2 months, a decrease occurred in the neurotrophin level in the hippocampus. Administration of Semax to rats subjected to NI decreased anxiety and depression, improved learning ability, and normalized the BDNF content in brain structures of animals. Therefore, chronic intranasal Semax administration after NI weakens the negative effects of neonatal stress.