Abstract Background Although depression is the leading cause of disability worldwide, its pathophysiology is poorly understood. Our previous study showed that hippocampal peroxisome proliferator-activated receptor δ (PPARδ) overexpression displays antidepressive effect and enhances hippocampal neurogenesis during chronic stress. Herein, we further extended our curiosity to investigate whether downregulating PPARδ could cause depressive-like behaviors through downregulation of neurogenesis. Methods Stereotaxic injection of lentiviral vector, expressing short hairpin RNA complementary to the coding exon of PPARδ, was done into the bilateral dentate gyri of the hippocampus, and the depression-like behaviors were observed in mice. Additionally, hippocampal neurogenesis, brain-derived neurotrophic factor and cAMP response element-binding protein were measured both in vivo and in vitro. Results Hippocampal PPARδ knockdown caused depressive-like behaviors and significantly decreased neurogenesis, neuronal differentiation, levels of mature brain-derived neurotrophic factor and phosphorylated cAMP response element-binding protein in the hippocampus. In vitro study further confirmed that PPARδ knockdown could inhibit proliferation and differentiation of neural stem cells. Furthermore, these effects were mimicked by repeated systemic administration of a PPARδ antagonist, GSK0660 (1 or 3 mg/kg i.p. for 21 d). Conclusions These findings suggest that downregulation of hippocampal PPARδ is associated with depressive behaviors in mice through an inhibitory effect on cAMP response element-binding protein/brain-derived neurotrophic factor-mediated adult neurogenesis in the hippocampus, providing new insights into the pathogenesis of depression.