The biosynthesis of endogenous brain-derived neurotrophic factor (BDNF) has thus far been examined in neurons where it is expressed at very low levels, in an activity-dependent fashion. In humans, BDNF has long been known to accumulate in circulating platelets, at levels far higher than in the brain. During the process of blood coagulation, BDNF is released from platelets, which has led to its extensive use as a readily accessible biomarker, under the assumption that serum levels may somehow reflect brain levels. To identify the cellular origin of BDNF in platelets, we established primary cultures of megakaryocytes, the progenitors of platelets, and we found that human and rat megakaryocytes express the BDNF gene. Surprisingly, the pattern of mRNA transcripts is similar to neurons. In the presence of thapsigargin and external calcium, the levels of the mRNA species leading to efficient BDNF translation rapidly increase. Under these conditions, pro-BDNF, the obligatory precursor of biologically active BDNF, becomes readily detectable. Megakaryocytes store BDNF in α-granules, with more than 80% of them also containing platelet factor 4. By contrast, BDNF is undetectable in mouse megakaryocytes, in line with the absence of BDNF in mouse serum. These findings suggest that alterations of BDNF levels in human serum as reported in studies dealing with depression or physical exercise may primarily reflect changes occurring in megakaryocytes and platelets, including the ability of the latter to retain and release BDNF.