Some personality traits, including novelty seeking, are good predictors of vulnerability to stress-related mood disorders in both humans and rodents. While high-novelty-seeking rats [high responders (HRs)] are vulnerable to the induction of depressive-like symptoms by social defeat stress, low-novelty-seeking rats [low responders (LRs)] are not. Here, we show that such individual differences are critically regulated by hippocampal BDNF. While LR animals exhibited an increase in BDNF levels following social defeat, HR individuals did not. This difference in hippocampal BDNF expression promoted the vulnerability of HR and the resilience of LR rats. Indeed, preventing activation of BDNF signaling by infusing the BDNF scavenger TrkB-Fc into the dentate gyrus of the hippocampus of LR rats led to social defeat-induced social avoidance, whereas its activation in HR rats by the TrkB agonist 7,8-dihydroxyflavone promoted social approach. Along with the changes in BDNF expression following defeat, we report in LR animals a downregulation of the inactive BDNF receptor TrkB.T1, associated with an activation of CREB through Akt-mediated signaling, but not MSK1-mediated signaling. In HR animals, none of these molecules were affected by social defeat. Importantly, the BDNF upregulation involved an epigenetically controlled transcription of bdnf exon VI, associated with a coherent regulation of relevant epigenetic factors. Altogether, our data support the importance of hippocampal BDNF regulation in response to stressful events. Moreover, we identify a specific and adaptive regulation of bdnf exon VI in the hippocampus as a critical regulator of stress resilience, and strengthen the importance of epigenetic factors in mediating stress-induced adaptive and maladaptive responses in different individuals.