Background Selective serotonin reuptake inhibitors (SSRIs) are widely prescribed as first-line drugs for the treatment of depression. However, the mechanisms of action for SSRIs are unclear and besides neurotransmitter modulation may depend on modulation of the hypothalamic-pituitary-adrenal (HPA) system. The glucocorticoid receptor (GR) isoform α plays an important role in the negative feedback regulation of the HPA axis and reduced GRα messenger RNA (mRNA) expression has been shown in mood disorder patients and first-degree relatives compared to healthy individuals with no family history of psychiatric disorders. Aim Based on the AGENDA trial dataset, we analysed whether an intervention with SSRI versus placebo decreases the GRα mRNA expression in peripheral blood cells in healthy first-degree relatives of patients with major depression. Methods The participants (N = 80) were randomly allocated to receive daily tablets of escitalopram 10 mg versus placebo for 4 weeks. GRα mRNA expression levels in peripheral blood were measured using reverse transcription polymerase chain reaction. Results Four weeks of intervention with escitalopram decreased the relative change from baseline in the expression of GRα mRNA compared with placebo (p = 0.002). Conclusion These findings from a randomized trial suggest that a 4-week escitalopram administration to healthy participants results in a decrease in GRα mRNA expression levels in peripheral blood compared with inert placebo. The decrease in GRα mRNA expression levels may reflect a decrease in the HPA axis activity.