Onset delay of current antidepressants is always the most significant limitation for the treatment of depression. More attention has been given to the glutamate acid system for developing fast-onset antidepressants. Xenon, acting as a well-known N-methyl-D-aspartate receptors antagonist, has been widely used clinically as anesthetics and was reported to exert antidepressant-like effects in rats under normal condition. The robust and rapid-acting antidepressant- and anxiolytic-like activities of xenon through the use of depression rodent model are still elusive. By using lipopolysaccharide-induced depression mice models, the present study aimed to evaluate the fast-acting antidepressant-like effects of xenon pretreatment. Behavioral tests, mainly including open-field test, novelty-suppressed feeding test, sucrose preference test, tail suspension test, and forced swimming test, were conducted respectively. Our results showed that both xenon gas and xenon-rich saline pretreatment intraperitoneally produced significant antidepressant- and anxiolytic-like activities in mice under normal condition. Further, xenon gas pretreatment (intraperitoneally) rapidly blocked lipopolysaccharide-induced depression- and anxiety-like behaviors of mice. These findings provide direct evidence that xenon could produce fast-onset antidepressant- and anxiolytic-like activities, which highlights the possibility to develop xenon as a promising fast-acting drug for treatment of depression, anxiety, and even other stress-related diseases.