The inability to successfully adapt to stress produces pathological changes that can lead to depression. Molecular hydrogen has anti-oxidative and anti-inflammatory activities and neuroprotective effects. However, the potential role of molecular hydrogen in stress-related disorders is still poorly understood. The present study aims to investigate the effects of hydrogen gas on resilience to stress in mice. The results showed that repeated inhalation of hydrogen-oxygen mixed gas [67%:33% (V/V)] significantly decreased both the acute and chronic stress-induced depressive- and anxiety-like behaviors of mice, assessed by tail suspension test (TST), forced swimming test (FST), novelty suppressed feeding (NSF) test, and open field test (OFT). ELISA analyses showed that inhalation of hydrogen-oxygen mixed gas blocked CMS-induced increase in the serum levels of corticosterone, adrenocorticotropic hormone, interleukin-6, and tumor necrosis factor-α in mice exposed to chronic mild stress. Finally, inhalation of hydrogen gas in adolescence significantly increased the resilience to acute stress in early adulthood, which illustrates the long-lasting effects of hydrogen on stress resilience in mice. This was likely mediated by inhibiting the hypothalamic-pituitary-adrenal axis and inflammatory responses to stress. These results warrant further exploration for developing molecular hydrogen as a novel strategy to prevent the occurrence of stress-related disorders.