Evidence that offspring traits can be shaped by parental life experiences in an epigenetically inherited manner paves a way for understanding the etiology of depression. Here, we show that F1 offspring born to F0 males of depression-like model are susceptible to depression-like symptoms at the molecular, neuronal, and behavioral levels. Sperm small RNAs, and microRNAs (miRNAs) in particular, exhibit distinct expression profiles in F0 males of depression-like model and recapitulate paternal depressive-like phenotypes in F1 offspring. Neutralization of the abnormal miRNAs in zygotes by antisense strands rescues the acquired depressive-like phenotypes in F1 offspring born to F0 males of depression-like model. Mechanistically, sperm miRNAs reshape early embryonic transcriptional profiles in the core neuronal circuits toward depression-like phenotypes. Overall, the findings reveal a causal role of sperm miRNAs in the inheritance of depression and provide insight into the mechanism underlying susceptibility to depression.