Major depression is associated with low bone mass and increased incidence of osteoporotic fractures. However, causality between depression and bone loss has not been established. Here, we show that mice subjected to chronic mild stress (CMS), an established model of depression in rodents, display behavioral depression accompanied by impaired bone mass and structure, as portrayed by decreases in trabecular bone volume density, trabecular number, and trabecular connectivity density assessed in the distal femoral metaphysis and L3 vertebral body. Bone remodeling analysis revealed that the CMS-induced skeletal deficiency is accompanied by restrained bone formation resulting from reduced osteoblast number. Antidepressant therapy, which prevents the behavioral responses to CMS, completely inhibits the decrease in bone formation and markedly attenuates the CMS-induced bone loss. The depression-triggered bone loss is associated with a substantial increase in bone norepinephrine levels and can be blocked by the β-adrenergic antagonist propranolol, suggesting that the sympathetic nervous system mediates the skeletal effects of stress-induced depression. These results define a linkage among depression, excessive adrenergic activity, and reduced bone formation, thus demonstrating an interaction among behavioral responses, the brain, and the skeleton, which leads to impaired bone structure. Together with the common occurrence of depression and bone loss in the aging population, the present data implicate depression as a potential major risk factor for osteoporosis and the associated increase in fracture incidence.