Failure in fear extinction is one of the more troublesome characteristics of posttraumatic stress disorder (PTSD). Cotinine facilitates fear memory extinction and reduces depressive-like behavior when administered 24 h after fear conditioning in mice. In this study, it was investigated the behavioral and molecular effects of cotinine, and other antidepressant preparations infused intranasally. Intranasal (IN) cotinine, IN krill oil, IN cotinine plus krill oil, and oral sertraline were evaluated on depressive-like behavior and fear retention and extinction after fear conditioning in C57BL/6 mice. Since calcineurin A has been involved in facilitating fear extinction in rodents, we also investigated changes of calcineurin in the hippocampus, a region key on contextual fear extinction. Short-term treatment with cotinine formulations was superior to krill oil and oral sertraline in reducing depressive-like behavior and fear consolidation and enhancing contextual fear memory extinction in mice. IN krill oil slowed the extinction of fear. IN cotinine preparations increased the levels of calcineurin A in the hippocampus of conditioned mice. In the light of the results, the future investigation of the use of IN cotinine preparations for the extinction of contextual fear memory and treatment of treatment-resistant depression (TRD) in PTSD is discussed.