Chronic stress is a significant risk factor for depression as well as anxiety disorders. Yet, the stress-induced specific and common molecular dysregulations of these disorders have not been fully understood. Previously, we constructed a chronic mild stress (CMS) rat model to separate and obtain depression-susceptible, anxiety-susceptible, and insusceptible groups. In this study, the prefrontal cortical proteomes of the three stressed groups were comparatively profiled utilizing isobaric tags for relative and absolute quantitation (iTRAQ)-coupled tandem mass spectrometry approach. A total of 212 protein dysregulations were identified, potentially correlating to susceptibility or resilience to CMS-induced depression or anxiety, and thus might serve as potential protein targets for further investigation. In addition, independent analysis by parallel reaction monitoring identified changes in Gfap, Rhog, Gnai2, Ppp1r1b, and Uqcrh; Tubb6, Urod, Cul1, Spred1, and Gpcpd1; Acadl, Ppp1r1a, Grm2, Mtor, Lsm8, Cplx2, and Tsta3 that were distinctly correlated to depression-susceptible, anxiety-susceptible, or insusceptible groups, respectively. This suggested that identical CMS had different effects on the protein regulation system of the rat prefrontal cortex. Collectively, the present proteomics study of the prefrontal cortex established a significant molecular basis and offered new insights into the specificity and commonality of pathophysiologic mechanisms underlying susceptibility and resiliency to stress-induced depression or anxiety.