Stress response is a fundamental mechanism to maintain a healthy homeostasis and its disruption is implicated in several psychiatric disorders. Autophagy is one of the mechanisms regulating homeostasis, and it is known to be activated by cellular stressors such as starvation. In a previous study, we revealed that glucocorticoid (GC)-mediated stress also activates macroautophagy via the stress-responsive co-chaperone FK506-binding protein 51 (FKBP51). In this study we reveal that GC-mediated stress enhances secretory autophagy, a recently described Atg-dependent secretory pathway, via FKBP51. Strikingly we detected the matrix metallopeptidase 9 (Mmp9) as one of the stress-induced secreted proteins. Furthermore we found that enhanced Mmp9 secretion increases both in vitro and in vivo the cleavage of pro-brain derived neurotrophic factor (proBdnf) to its mature form (mBdnf), a key protein in neuroplasticity. This unravelled mechanism can represent a link between stress and the development of psychiatric disorders.