Stress is a multimodal response involving the coordination of numerous body systems in order to maximize the chance of survival. However, long term activation of the stress response results in neuronal oxidative stress via reactive oxygen and nitrogen species generation, contributing to the development of depression. Stress-induced depression shares a high comorbidity with other neurological conditions including Alzheimer's disease (AD) and dementia, often appearing as one of the earliest observable symptoms in these diseases. Furthermore, stress and/or depression appear to exacerbate cognitive impairment in the context of AD associated with dysfunctional catecholaminergic signaling. Given there are a number of homologous pathways involved in the pathophysiology of depression and AD, this article will highlight the mechanisms by which stress-induced perturbations in oxidative stress, and particularly NO signaling, contribute to neurodegeneration.