Over sixteen million people suffer from a depressive episode annually in the United States, with females affected at twice the rate of males. Little is known about the effects of exposure to high altitude on the risk of development of major depressive disorder, despite reports of higher suicide rates at higher altitudes. We hypothesize that exposure to hypobaric hypoxia at high altitude increases endophenotypes of self-directed suicidal violence, including biological signatures of chronic inflammation and vulnerability to anxiety-like and depressive-like behavioral responses in a sex-specific manner. Biological signatures of inflammation, including granulocyte:lymphocyte ratios, monocyte cell counts, and monocyte:lymphocyte ratios were assessed using complete blood count data, anhedonia, and anxiety- and depressive-like behavioral responses were evaluated. We assessed biological signatures of inflammation and behavioral responses in the open-field test, sucrose preference test, and modified Porsolt forced swim test in young adult male and female Long-Evans and Sprague Dawley rats. All tests were conducted near sea level (374 ft [114 m] elevation) and at moderate-high altitude (5430 ft [1655 m] elevation) during acclimation periods of one, two, three, four, and five weeks following shipment from a sea level animal breeding facility (N = 320, n = 8 per group). Exposure to moderate-high altitude induced a biological signature of increased inflammation, as evidenced by main effects of altitude for: 1) increased granulocyte:lymphocyte ratio; 2) increased count and relative abundance of circulating monocytes; and 3) increased monocyte:lymphocyte ratios. Exposure to moderate-high altitude also increased anhedonia as assessed in the sucrose preference test in both male and female rats, when data were collapsed across strain and time. Among male and female Long Evans rats, exposure to moderate-high altitude increased immobility in the forced swim test, without changing anxiety-like behaviors in the open-field test. Finally, granulocyte:lymphocyte ratios were correlated with anhedonia in the sucrose preference test. These data are consistent with the hypothesis that hypobaric hypoxia at moderate-high altitude induces persistent endophenotypes of self-directed suicidal violence including biological signatures of inflammation, anhedonia, and depressive-like behavioral responses.