The number of patients with mental illnesses, including depression, is rapidly increasing, and daily lifestyle is closely associated with the development of symptoms. Consequently, corrective measures, such as diet-based treatment for diseases, are receiving great attention. We previously showed that β-lactolin, a β-lactopeptide of glycine-threonine-tryptophan-tyrosine peptide, inhibits monoamine oxidase and improves memory impairment in mice, but the effects on depression have not been investigated. Here we showed that β-lactolin improved depression-like behavior via dopamine-D1-like receptor. Orally administered β-lactolin reduced immobility time in tail suspension test (TST). Pretreatment with SCH23390, dopamine D1-like receptor antagonist, attenuated the reduction in TST by β-lactolin. These effects were observed by the treatment with whey digest rich in β-lactolin. In addition, β-lactolin increased the levels of dopamine in the frontal cortex associated with the depression-like behavior. The present study suggests that supplements or nutraceutical compounds in whey digests (such as β-lactolin) show antidepressant-like effect.