We have shown that prenatal restraint stress (PNRS) induces higher levels of anxiety, greater vulnerability to drugs, a phase advance in the circadian rhythm of locomotor activity and an increase in the paradoxical sleep in adult rats. These behavioral effects result from permanent modifications to the functioning of the brain, particularly in the feedback mechanisms of the hypothalamic-pituitary-adrenal (HPA) axis: the secretion of corticosterone is prolonged after stress and the number of the central glucocorticoid receptors is reduced. These abnormalities are associated with modifications in the synthesis and/or release of certain neurotransmitters. Dysfunction of the HPA axis is due, in part, to stress-induced maternal increase of glucocorticoids, which influences fetal brain development. Some biological abnormalities in depression can be related to those found in PNRS rats reinforcing the idea of the usefulness of PNRS rats as an appropriate animal model to study new pharmacological approaches.