Cortisol, a hormone secreted by the adrenal cortex through a physiological circadian rhythm, modulates during the day the plastic adaptation of neurons to environmental stimuli. In contrast, high and persistent levels of cortisol during the diurnal time, evening and night lead to a reduction of neuronal plasticity and inability of neurons to express and consolidate the synapses with negative alterations of the emotional, affective and cognitive functions. This condition, in severe forms of depression, is often associated with a significant reduction in the volume of brain areas (prefrontal cortex, hippocampus, amygdala) involved in the modulation of the above functions. Agomelatine, by a selective activation of melatonin receptors MT1 and MT2, normalizes abnormal cortisol circadian rhythm, enhances neuronal plasticity and cognitive function. The deficit at the cognitive level is further reduced by the blockade by agomelatine of 5HT2C receptors. This mechanism increases the release of dopamine and norepinephrine in the frontal cortex and facilitates the “Working Memory” and “Decision Making”.