FKBP5 encodes the FK506 binding protein 5, a glucocorticoid receptor (GR) binding protein known to play an important role in the physiological stress response. However, results from previous studies examining the association between common variants of FKBP5 and stress have been inconsistent. To investigate whether the loss of FKBP5 affects the stress response, we examined the behavior of mice following the induction of chronic restraint stress between homozygous wild-type and Fkbp5 knock-out mice. After 21 days of exposure to restraint stress, WT mice showed anhedonia, a core symptom of depression, which could be measured by a sucrose preference test. However, Fkbp5-deficient mice did not exhibit significant depressive-like behavior compared to the WT after exposure to chronic restraint stress. To investigate the molecular mechanism underlying stress resilience, we performed RNA sequencing analysis. The differentially expressed gene (DEG) analysis showed that chronic stress induced changes in various biological processes involved in cell-cell adhesion and inflammatory response. Weighted gene co-expression network analysis identified 60 characteristic modules that correlated with stress or the FKBP5 genotype. Among them, M55 showed a gene expression pattern consistent with behavioral changes after stress exposure, and the gene ontology analysis revealed that this was involved in nervous system development, gland morphogenesis, and inflammatory response. These results suggest that FKBP5 may be a crucial factor for the stress response, and that transcriptomic data can provide insight into stress-related pathophysiology.