The lipocalin Apolipoprotein D (ApoD), known to protect the nervous system against oxidative stress (OS) in model organisms, is up-regulated early in the mouse brain in response to the ROS generator paraquat. However, the processes triggered by this up-regulation have not been explored. We present here a study of the effect of ApoD on the early transcriptional changes upon OS in the mouse cerebellum using microarray profiling. ApoD-KO and transgenic mice over-expressing ApoD in neurons are compared to wild-type controls. In control conditions, ApoD affects the transcriptional profile of neuron and oligodendrocyte-specific genes involved in neuronal excitability, synaptic function, and myelin homeostasis. When challenged with paraquat, the absence of ApoD modifies the response of genes mainly related to OS management and myelination. Interestingly, the over-expression of ApoD in neurons almost completely abolishes the early transcriptional response to OS. We independently evaluate the expression of protein kinase Cδ, a gene up-regulated by OS only in the ApoD-KO cerebellum, and find it over-expressed in cultured ApoD-KO primary astrocytes, which points to a role for ApoD in astrocyte-microglia signaling. Our results support the hypothesis that ApoD is necessary for a proper response of the nervous system against physiological and pathological OS.