Chronic stress is a risk factor for major depression. Social defeat stress is a well-validated murine model of depression. However, little is known about the gene activity dynamics during the development of a depression-like state. We analyzed the effects of social defeat stress of varying duration (10 and 30 days) on the behavioral patterns and prefrontal-cortex transcriptome of C57BL/6 mice. The 10-day exposure to social defeat stress resulted in a high level of social avoidance with no signs of depression-associated behavior. Most animals exposed to 30 days of social defeat stress demonstrated clear hallmarks of depression, including a higher level of social avoidance, increased immobility in the forced swimming test, and anhedonic behavior. The monitoring of transcriptome changes revealed widespread alterations in gene expression on the 10th day. Surprisingly, the expression of only a few genes were affected by the 30th day of stress, apparently due to a reversal of the majority of the early stress-induced changes to the original basal state. Moreover, we have found that glucocorticoid-sensitive genes are clearly stimulated targets on the 10th day of stress, but these genes stop responding to the elevated corticosterone level by the 30th day of stress. The majority of genes altered by the 30-day stress were downregulated, with the most relevant ones participating in chromatin modifications and neuroplasticity (e.g., guanine nucleotide exchange factors of the Rho-family of GTPases). Very different molecular responses occur during short-term and long-term social stress in mice. The early-stress response is associated with social avoidance and with upregulation and downregulation of many genes, including those related to signal transduction and cell adhesion pathways. Downregulation of a few genes, in particular, genes for histone-modifying methyltransferases, is a signature response to prolonged stress that induces symptoms of depression. Altogether, our data show that the development of depression under social stress conditions is correlated with suppression of the overactive molecular response to induced stress, involving gene regulatory resistance to glucocorticoid molecules, potentially via a chromatin remodeling mechanism.