Inescapable stress contributes to learned helplessness (LH), a behavioural component of depression. Also implicated is altered plasma and limbic brain-derived neurotrophic factor (BDNF). The general objective of this study was to explore whether LH is associated with changes in plasma and brain BDNF. Therefore, parametric experiments were conducted to identify testing conditions that generate LH. Then, plasma BDNF and BDNF mRNA in limbic regions were investigated due to their implication in mood disorders. It was found that: 1) inescapable shock lead to transient LH effects; 2) stress intensity interacted with stress inescapability to influence LH; and 3) limbic BDNF mRNA, but not plasma BDNF, was sensitive to different aspects of stress induced LH. Lastly, LH was not linked to anxiety-like behaviour and impaired locomotion. These experiments present effective parameters for a LH procedure, transient LH influenced by shock inescapability and amount, and differential BDNF mRNA alterations following stress induced LH.