Insufficient glucocorticoid (GC) signaling is frequently observed in major depressive disorder (MDD). Since emotional and behavioral symptoms are often accompanied by disturbances in hypothalamic systems, GC insufficiency in this region is regarded as important in the pathogenesis of MDD. In this study, 22 early GC‐responsive genes comprising 15 up‐regulated and 7 down‐regulated genes in rat hypothalamus were identified as being regulated at least two‐fold by dexamethasone using microarray with 22 599 unique transcripts. Among these 22 genes, five of which are novel GC‐responsive genes, the expression patterns of sgk, bcl6, pdk4, and plekhf1 were examined in vitro in detail, and GC‐responsive regions were identified only within the promoter of sgk. This suggests that glucocorticoid response element‐independent pathways also play a critical role in early GC‐response in hypothalamus. Considering that a number of these GC‐responsive genes are candidate neuronal regulators, this gene list should be useful in clarifying the relationship between GC insufficiency and the pathogenesis of MDD.