ABSTRACT: Background: Major depressive disorder (MDD) is a recurring affective disorder that is two times more prevalent in females than males. Evidence supports immune system dysfunction as a major contributing factor to MDD, notably in a sexually dimorphic manner. Nuclear factor erythroid 2-related factor 2 (Nrf2), a regulator of antioxidant signaling during inflammation, is dysregulated in many chronic inflammatory disorders, however its role in depression and the associated sex differences have yet to be explored. Here we investigated the sex-specific antidepressant and immunomodulatory effects of the potent Nrf2 activator dimethyl fumarate (DMF), as well as the associated gene expression profiles. Methods: Male and female rats were treated with vehicle or DMF (25 mg/kg) while subjected to 8 weeks of chronic unpredictable stress. The effect of DMF treatment on stress-induced depression- and anxiety-like behaviours, as well as deficits in recognition and spatial learning and memory were then assessed. Hippocampal (HIP) microglial activation and alterations in gene transcripts were also evaluated. Results: DMF treatment during stress exposure had antidepressant effects in male but not female rats, with no anxiolytic effects in either sex. Recognition learning and memory and spatial learning and memory were impaired in chronically stressed males and females, respectively, however DMF treatment rescued these deficits. DMF treatment also prevented stress-induced HIP microglial activation in males. Conversely, females displayed no HIP microglial activation associated with stress exposure. Lastly, chronic stress elicited sex-specific alterations in HIP gene expression, many of which were normalized in animals treated with DMF. Of note, several differentially expressed genes in males were related to inflammatory or immune responses. Conclusions: Collectively, these findings support a greater role of immune processes in males than females in a rodent model of depression. This suggests that pharmacotherapies that target Nrf2 have the potential to be an effective sex-specific treatment for depression. Major depressive disorder is two times more prevalent in females than males. Further, immune system dysfunction has been shown to contribute to the development of depression, with previous studies consistently reporting chronic low-grade inflammation in depressed individuals. Not surprisingly, the immune system dysfunction associated with depression appears to be sex specific. As such, while anti-inflammatory drugs have shown antidepressant effects in preclinical studies, the sex differences in these effects are seldomly investigated. Thus, this study sought to determine the sex-specific antidepressant and immune modulatory effects of dimethyl fumarate (DMF) treatment. DMF is a drug that activates the protein nuclear factor erythroid 2-related factor 2 to initiate anti-inflammatory signaling pathways. Here, male and female rats were exposed to 8 weeks of chronic stress while receiving daily DMF treatment. Subsequently, their expression of depression- and anxiety-like behaviours, as well as learning and memory deficits were assessed. Changes in the levels of an inflammatory marker in the brain and alterations in gene expression were also evaluated. DMF treatment had antidepressant effects in male rats only but did not have anti-anxiety effects in either sex. The learning and memory deficits in both sexes were rescued with DMF treatment. Notably, chronic stress only increased inflammatory marker levels in male rats, which was prevented by DMF treatment. Additionally, DMF normalized several of the sex-specific gene alterations induced by chronic stress, with many of the male-specific genes relating to inflammatory processes. These data suggest that anti-inflammatory drugs may be an effective antidepressant treatment in males.