New neurons generated by the neural stem cells (NSCs) in the adult hippocampus play an important role in emotional regulation and respond to the action of antidepressants. Depression is a common and serious side effect of interferon-α (IFN-α), which limits its use as an antiviral and antitumor drug. However, the mechanism(s) underlying IFN-induced depression are largely unknown. Using a comprehensive battery of behavioral tests, we found that mice subjected to IFN-α treatment exhibited a depression-like phenotype. IFN-α directly suppressed NSC proliferation, resulting in the reduced generation of new neurons. Brain-specific mouse knockout of the IFN-α receptor prevented IFN-α-induced depressive behavioral phenotypes and the inhibition of neurogenesis, suggesting that IFN-α suppresses hippocampal neurogenesis and induces depression via its receptor in the brain. These findings provide insight for understanding the neuropathology underlying IFN-α-induced depression and for developing new strategies for the prevention and treatment of IFN-α-induced depressive effects.