Major depressive disorder is associated with weight loss and decreased appetite; however, the signaling that connects these conditions is unclear. Here, we show that MC₄R signaling in the dorsal raphe nucleus (DRN) affects feeding, anxiety, and depression. DRN infusion of α-MSH decreases DRN neuronal activation and feeding. DRN MC₄R is expressed in GABAergic PRCP-producing neurons. DRN selective knockdown of PRCP (Prcp^DRNKD), an enzyme inactivating α-MSH, decreases feeding and DRN neuronal activation. Interestingly, Prcp^DRNKD mice present lower DRN serotonin levels and depressive-like behavior. Similarly, PRCP-ablated MC₄R mice (Prcp^MC4RKO) show metabolic and behavioral phenotypes comparable to those of Prcp^DRNKD mice. Selective PRCP re-expression in DRN MC₄R neurons of Prcp^MC4RKO mice partially reverses feeding, while fully restoring mood behaviors. Chemogenetic inhibition of DRN MC₄R neurons induces anxiety, depression, and reduced feeding, whereas chemogenetic activation reverses these effects. Our results indicate that MC₄R signaling in DRN plays a role in feeding, anxiety, and depression.