As most of the mitochondrial proteome is encoded in the nucleus, mitochondrial functions critically depend on nuclear gene expression and bidirectional mito-nuclear communication. However, mitochondria-to-nucleus communication pathways in mammals are incompletely understood. Here, we identify G-Protein Pathway Suppressor 2 (GPS2) as a mediator of mitochondrial retrograde signaling and a transcriptional activator of nuclear-encoded mitochondrial genes. GPS2-regulated translocation from mitochondria to nucleus is essential for the transcriptional activation of a nuclear stress response to mitochondrial depolarization and for supporting basal mitochondrial biogenesis in differentiating adipocytes and brown adipose tissue (BAT) from mice. In the nucleus, GPS2 recruitment to target gene promoters regulates histone H3K9 demethylation and RNA POL2 activation through inhibition of Ubc13-mediated ubiquitination. These findings, together, reveal an additional layer of regulation of mitochondrial gene transcription, uncover a direct mitochondria-nuclear communication pathway, and indicate that GPS2 retrograde signaling is a key component of the mitochondrial stress response in mammals.