As energy metabolism regulation factor, peroxisome proliferator-activated receptor (PPAR) is thought to be a potential target for the treatment of depression. The present study was performed to evaluate the effects of activating PPARβ/δ, the most highly expressed subtype in the brain, in depressive in vivo and in vitro models. We observed that PPARβ/δ agonist GW0742 significantly alleviated depressive behaviors in mice and promoted the formation of autophagosomes around the damaged mitochondria in hippocampal astrocytes. Our in vitro experiments showed that GW0742 could reduce mitochondrial oxidative stress, and thereby attenuate endoplasmic reticulum (ER) stress-mediated apoptosis pathway via inhibiting IRE1α phosphorylation, subsequently protect against astrocytic apoptosis and loss. Furthermore, we found that PPARβ/δ agonist induces astrocytic mitophagy companied with the upregulated UCP2 expressions. Knocking down UCP2 in astrocytes could block the anti-apoptosis and pro-mitophagy effects of GW0742. In conclusion, our findings reveal PPARβ/δ activation protects against ER stress-induced astrocytic apoptosis via enhancing UCP2-mediated mitophagy, which contribute to the anti-depressive action. The present study provides a new insight for depression therapy