Neuroactive steroids such as allopregnanolone that act as a positive allosteric modulator of synaptic and extrasynaptic δ-subunit-containing GABAA receptors, has shown antidepressant effects on depressive symptoms in both clinical and preclinical studies. However, the neuronal dynamics associated with these effects are still unknown. In the present study, we discovered that allopregnanolone, but not the benzodiazepine diazepam, has antidepressant-like effects in the social interaction test (SIT) of social defeat stress (SDS) model mice by decreasing intervals of repetitive social interaction (inter-event intervals), leading to increase of total social interaction time. To clarify the neuronal dynamics underlying the antidepressant-like effect, we conducted local field potentials (LFPs) recording from the basolateral amygdala (BLA) and the medial prefrontal cortex (mPFC) during the SIT. We found that theta and beta oscillations increased in the BLA at the onset of social interaction in allopregnanolone-treated mice, as compared to diazepam. Theta and beta power in the BLA within the social interaction zone positively correlated with interaction time. This increase of theta and beta power was negatively correlated with inter-event intervals. Conversely, theta-band coordinated activity between the BLA and mPFC decreased at the onset of social interaction and negatively correlated with social interaction time. These data suggest that the increase in theta activity in the BLA and the decrease in theta-band coordinated activity between the BLA and mPFC are associated with the antidepressant-like effects. These neuronal oscillation dynamics in the BLA and mPFC could provide insights into the distinct antidepressant effects of neuroactive steroids from benzodiazepines.