© 2018, Springer Science+Business Media, LLC, part of Springer Nature. Affective disorders show sex-specific differences in prevalence, symptoms, and complications. One hypothesis for this discrepancy is the interaction between the hypothalamic-pituitary-adrenal (HPA) axis and hypothalamic-pituitary-gonadal (HPG) axis. The present study investigates the influence of androgen on the behavioral phenotype and explores how it interacts with HPA axis genes. Gonadectomized (GDX) and GDX rats treated with testosterone propionate (T) were tested for learned helplessness (LH) behavior and compared with tested controls (TC). Prefrontal cortex was used for analyses of HPG- axis-related genes (androgen receptor, (Ar); estrogen receptor-β (Er-β)) and HPA axis-related genes (corticotropin-releasing hormone, (Crh); glucocorticoid receptor, (Nr3c1); corticotropin-releasing hormone receptor 1, (Crhr1); corticotropin-releasing hormone receptor 2, (Crhr2); FK506 binding protein 5, (Fkbp5)). Promoter-specific CpG methylation in the Crh gene was determined by bisulfite sequencing. Chromatin immunoprecipitation (ChIP) assay was used for determining ER-β binding on the proximal promoter region of Crh gene. Serum testosterone levels confirmed a testosterone-depleted GDX group, a group with supraphysiological levels of testosterone (T) and another group with physiological levels of testosterone (control (C)). Unlike GDX rats, T group exhibited significantly higher LH score when compared with any other group. Crh and Fkbp5 genes were significantly upregulated in GDX group compared with controls, whereas Er-β showed a significant downregulation in the same group. Methylation analysis showed no significant differences in-between groups. ChIP assay was unable to determine a significant change in ER-β binding but revealed a notable contrast in Crh promoter occupancy between T and GDX groups. Altogether, the present study reveals an increased susceptibility to depression-like behavior due to chronic supraphysiological level of androgen via HPA axis inhibition.