Learned helplessness (LH) is a well-known phenomenon described in animals upon their exposure to uncontrollable and unpredictable aversive stimuli, usually inescapable shocks. It is often characterized by impairment in learning to escape or avoid controllable aversive stimuli in a subsequent behavioral test. In addition to that, previously stressed animals present a range of other behavioral and physiological changes, including cognitive deficits, decreased reward sensitivity (anhedonia), hypolocomotion, sleep and appetite changes, among others. Disturbances in different neurotransmitter systems in cortical and limbic brain regions as well as impaired neuroplasticity have been associated with the development of LH following exposure to an uncontrollable stressor. Since exposure to uncontrollable stress is a risk factor for developing psychiatric disorders and feelings of helplessness are part of the symptomatology in patients suffering from depression and posttraumatic stress disorder (PTSD), the LH paradigm has been used in animals to study the pathophysiology of such conditions and new treatment options. This chapter summarizes the most relevant discussions about the effects induced by inescapable shock that can be associated with LH development and depression neurobiology. Moreover, we present herein a protocol that can be used to test the effect of different pharmacological interventions and how this can be relevant to studying depression neurobiology.