The protective effects of St John's Wort extract (SJ), ginsenosides (GS), and clomipramine (CPM) on chronic unpredictable mild stress (CUMS)-induced depression in rats were investigated by using a combination of behavioral assessments and metabonomics. Metabonomic analyses were performed using gas chromatography/mass spectrometry in conjunction with multivariate and univariate statistical analyses. During and at the end point of the chronic stress experiment, food consumption, body weight, adrenal gland, thymus and spleen indices, behavior scores, sucrose consumption, and stress hormone levels were measured. Changes in these parameters reflected characteristic phenotypes of depression in rats. Metabonomic analysis of serum, urine, and brain tissue revealed that CPM and SJ mainly attenuated the alteration of monoamine neurotransmitter metabolites, while GS affected both excitatory/inhibitory amino acids and monoamine neurotransmitter metabolites. GS also attenuated the stress-induced alterations in cerebrum and peripheral metabolites to a greater extent than CPM and SJ. These results provide important mechanistic insights into the protective effects of GS against CUMS-induced depression and metabolic dysfunction.