Various probiotic strains have been reported to affect emotional behavior. However, the underlying mechanisms by which specific probiotic strains change brain function are not clearly understood. Here, we report that extracellular vesicles derived from Lactobacillus paracasei (Lpc-EV) have an ability to produce genome-wide changes against glucocorticoid (GC)-induced transcriptional responses in HT22 hippocampal neuronal cells. Genome-wide analysis using microarray assay followed by Rank-Rank Hypergeometric Overlap (RRHO) method leads to identify the top 20%-ranked 1,754 genes up- or down-regulated following GC treatment and their altered expressions are reversed by Lpc-EV in HT22 cells. Serial k-means clustering combined with Gene Ontology enrichment analyses indicate that the identified genes can be grouped into multiple functional clusters that contain functional modules of “responses to stress or steroid hormones”, “histone modification”, and “regulating MAPK signaling pathways”. While all the selected genes respond to GC and Lpc-EV at certain levels, the present study focuses on the clusters that contain Mkp-1, Fkbp5, and Mecp2, the genes characterized to respond to GC and Lpc-EV in opposite directions in HT22 cells. A translational study indicates that the expression levels of Mkp-1, Fkbp5, and Mecp2 are changed in the hippocampus of mice exposed to chronic stress in the same directions as those following GC treatment in HT22 cells, whereas Lpc-EV treatment restored stress-induced changes of those factors, and alleviated stress-induced depressive-like behavior. These results suggest that Lpc-EV cargo contains bioactive components that directly induce genome-wide transcriptional responses against GC-induced transcriptional and behavioral changes.