Major depressive disorder (MDD) is a serious mental disorder, yet the mechanism by which circular RNAs (circRNAs) are involved in the pathogenesis of MDD by encoding proteins is unknown. Our previous study has shown that circFKBP8(5S,6) relies on its encoded protein, namely cFKBP8, to promote susceptibility to chronic unpredictable mild stress (CUMS) in mice, but the precise molecular mechanisms are unknown. Here we found that overexpression of circFKBP8(5S,6) or cFKBP8 in neurons of the prelimbic cortex (PrL) of CUMS mice down-regulated the expression levels of DRD3 and its downstream AMPK/ULK1 (Ser555) and AMPK/mTOR/ULK1 (Ser757) pathways, which resulted in down-regulation of neuronal autophagy levels. Interestingly, both the activation and overexpression of DRD3 ameliorated the exacerbation of depressive-like behaviors induced by circFKBP8(5S,6) or cFKBP8, activated both the AMPK/ULK1 (Ser555) pathway and the AMPK/mTOR/ULK1 (Ser757) pathway, and up-regulated neuronal autophagy levels. In conclusion, circFKBP8(5S,6) or cFKBP8 promotes susceptibility to CUMS in mice, at least in part, by down-regulating DRD3 expression and its downstream AMPK/mTOR/ULK1 signaling pathway-mediated neuronal autophagy.