Major depressive disorder (MDD) is one of the most frequent psychiatric illnesses, leading to reduced quality of life, ability to work and sociability, thus ranking among the major causes of disability and morbidity worldwide. To date, genetic and environmental determinants of MDD remain mostly unknown. Here, we investigated whether and how the Plasminogen Activator Inhibitor-1 (PAI-1) may contribute to MDD. We first examined the phenotype of PAI-1 knockout (PAI-1-/-) and wild-type (PAI-1+/+) male mice with a range of behavioral tests assessing depressive-like behaviors (n = 276). We next investigated the mechanisms relating PAI-1 to MDD using molecular, biochemical and pharmacological analyzes. We demonstrate here that PAI-1 plays a key role in depression by a mechanism independent of the tissue-type Plasminogen Activator (tPA) - Brain-Derived Neurotrophic Factor (BDNF) axis, but associated with impaired metabolisms of serotonin and dopamine. Our data also reveal that PAI-1 interferes with therapeutic responses to selective serotonin reuptake inhibitors (escitalopram, fluoxetine). We thus highlight a new genetic preclinical model of depression, with the lack of PAI-1 as a factor of predisposition to MDD. Altogether, these original data reveal that PAI-1 should be now considered as a key player of MDD and as a potential target for the development of new drugs to cure depressive patients resistant to current treatments.