This study was designed to investigate the possible antidepressant effects of the antioxidant alpha-lipoic acid (ALA) as a stand-alone treatment or in association with desvenlafaxine (DVS) in the chronic corticosterone (CORT)-induced depression model. The depression model was induced by repeated administrations of CORT (20 mg/kg, subcutaneous) in mice over a period of 14 days. Between days 15 and 21, a randomized group of mice received DVS (10 or 20 mg/kg, per os [PO]), ALA (100 or 200 mg/kg, PO), or a combination of DVS (10 or 20 mg/kg, PO) and ALA (100 or 200 mg/kg, PO) along with the CORT injections for the remaining 7 days. Other groups of mice received DVS (10 or 20 mg/kg, PO) or ALA (100 or 200 mg/kg, PO) alone. Open field test, elevated plus maze (EPM) test, tail suspension test (TST), and forced swimming test (FST) were carried out 1 h after the last injection of CORT. Repeated CORT injections induced anxiety-like and depressive-like behaviors as observed by decreased open arms entries in the EPM test and increased immobility time in the TST and FST. The administration of DVS and ALA alone was able to reverse the increases in the immobility time. The combination of ALA and DVS potentiated the observed effects of DVS. These results suggest that augmentation therapy with the addition of antioxidant drugs may be an important pharmacological approach for the treatment of depression.