The invention discloses that a kefir peptide with an amino acid sequence of SEQ ID No: 2 or a fermentation product comprising the kefir peptide has an antidepressant activity, which means that by administering an effective amount of the kefir peptide or a composition comprising an effective amount of the kefir peptide to an individual with depressive behaviors is capable of effectively improving or alleviating the individual's depressive behaviors. Since the kefir peptide disclosed in the invention is not a chemical compound, the kefir peptide will not have side effects on the human body even taking it on a long-term basis.