Tacr2, the gene encoding the NK2 receptor, belongs to G protein-coupled receptors. Accumulating evidence has indicated that the tachykinin receptors may contribute to the pathophysiology of depression. During the last decade, some studies have shown that Tacr2 activation is involved in the modulation of emotional processes. However, the extent, to which stress impacts Tacr2 expression remains unclear. The molecular mechanisms underlying depression also remain poorly understood. In this study, we subjected adult male Sprague Dawley (SD) rats to chronic unpredictable mild stress (CUMS) to induce a depression-like phenotype. We then measured the body weight and performed the sucrose preference test, forced swimming test (FST) and open field test to detect the effects of stress on anhedonia and activity. Western blotting and real-time PCR were used to study the protein and mRNA expression levels of Tacr2, respectively, in the hypothalamus. To explore DNA methylation of the Tacr2 gene, we used methylated DNA immunoprecipitation sequencing (MeDIP-seq). Additionally, we used the bisulfite sequencing PCR (BSP) to further verify the DNA methylation levels of the Tacr2 receptor gene in rats. We found that the CUMS-sensitive rats exhibited a decrease in body weight and sucrose preference, a decrease in the distance traveled, rearing frequency and velocity in the open field test, and an increase in immobility time in the FST. Compared with the expression in the control rats, Tacr2 protein and mRNA expression in the hypothalamus significantly increased in the CUMS-sensitive rats; however, the DNA methylation levels of the Tacr2 gene were significantly lower than in the control rats. In summary, according to our findings, the stress-induced increase in Tacr2 expression in the hypothalamus correlated with a specific decrease in DNA methylation of the Tacr2 gene. These results may enrich the understanding of the pathological processes of depression and provide insights into therapeutic approaches for its treatment.