In this study, we synthetized a series of 5-aryl-4,5-dihydrotetrazolo[1,5-a]thieno[2,3-e]pyridine derivatives containing tetrazole and other heterocycle substituents, i.e., triazole, methyltriazole, and triazolone. The forced swim test (FST) and tail suspension test (TST) were used to evaluate the antidepressant activity of the target compounds. The compound 5-[4-(trifluoromethyl)phenyl]-4,5-dihydrotetrazolo[1,5-a]thieno[2,3-e]pyridine (4i) showed the highest antidepressant activity, with a reduced immobility time of 55.33% when compared with the control group. Using an open-field test, compound 4i was shown to not affect spontaneous activity of mice. The determination of in vivo 5-hydroxytryptamine (5-HT) concentration showed that compound 4i may have an effect in the mouse brain. The biological activities of all synthetized compounds were verified by molecular docking studies. Compound 4i showed significant interactions with residues of the 5-HT1A receptor homology model.