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Vicarious trauma, the psychological distress from witnessing others' suffering, is an increasingly recognized precursor to depression and anxiety. However, the underlying neurobiological mechanisms remain poorly understood and appear to be sex-dependent. This study investigated the behavioral, physiological, and molecular consequences of purely psychological stress using a novel rodent model of vicarious learned helplessness (VLH). Male and female C57BL/6J mice were used to establish VLH paradigm. Observer mice witnessed conspecifics receiving inescapable foot shocks through a partitioned chamber allowing multisensory interaction. Following 7 days of conditioning, behavioral assays assessed anxiety and depressive symptoms. Prefrontal cortex tissue was analyzed using RT-qPCR and immunoblotting to identify molecular alterations. Vicarious stress induced depression phenotype in both sexes, characterized by active avoidance deficits, anhedonia and anxiety, comparable to direct physical trauma. Physiological assessments revealed hypothalamic-pituitary-adrenal (HPA) axis hyperactivity with elevated plasma corticosterone in both sexes. While molecular analysis showed shared downregulation of metabotropic glutamate receptor 2 (mGluR2) and elevated Il6 mRNA in the prefrontal cortex, distinct sexual dimorphism emerged. Males displayed specific deficits in neurotrophic support ( Vicarious trauma is sufficient to drive depression-like pathology through distinct molecular trajectories in males and females. These findings are suggestive of the critical necessity for sex-specific therapeutic strategies when treating trauma-related psychiatric disorders.