A yeast extract or yeast-derived bioactive peptide having an activity of selectively inhibiting reuptake of serotonin and norepinephrine, which can be effectively used in preventing or treating various diseases related to reuptake of serotonin and norepinephrine, especially depression, anxiety, stress, fatigue and obesity is provided. Also, a yeast extract or yeast-derived bioactive peptide having activities as an anti-stress agent, an anti-fatigue agent, premenstrual syndrome (PMS) and menstrual pain relaxants, and a brain-neurotrophic factor, and a method for preparing the bioactive peptide is provided. The yeast extract or yeast-derived bioactive peptide is effective in relieving stress, nervousness, anxiety, tension, insomnia, fatigue, and imbalance in the autonomic nerve regulation. Therefore, the yeast extract or yeast-derived bioactive peptide is available as an anti-depression agent, an anti-anxiety agent, an anti-stress agent, an anti-fatigue agent, an anti-obesity agent, premenstrual syndrome and menstrual pain relaxants, a brain-neurotrophin, and a source of active foods having these activities.