Longitudinal and some experimental studies have showed the potential of caffeine to counteract some depressive behaviors and synaptic dysfunctions. In this study, we investigated the potential of caffeine in preventing behavioral outcomes, neurodegeneration and synaptic proteins alterations in a mice model of agitated depression by bilateral olfactory bulbectomy (OB). For this purpose, bulbectomized mice received caffeine (0.3 g/L and 1.0 g/L, drinking water), during the active cycle, for seven weeks (two before the surgery and throughout five weeks after OB). Caffeine prevented OB-induced hyperactivity and recognition memory impairment and rescue self care and motivational behavior. In the frontal cortex, bulbectomized mice presented increase in the adenosine A receptors (AR) and GFAP, while adenosine A receptors (AR) increased in the hippocampus and striatum and SNAP-25 was decreased in frontal cortex and striatum. Caffeine increased AR in the striatum of bulbectomized mice and in SHAM-water group caffeine increased AR in the striatum and decreased SNAP-25 in the frontal cortex. Astrogliosis observed in the polymorphic layer of the dentate gyrus of OB mice was prevented by caffeine as well as the neurodegeneration in the striatum and piriform cortex. Based on these behavioral and neurochemical evidences, caffeine confirms its efficacy in preventing neurodegeneration associated with memory impairment and may be considered as a promising therapeutic tool in the prophylaxis and/or treatment of depression.