Major depressive disorder (MDD) is a debilitating mood disorder with various etiopathological hypotheses. However the pathogenesis and diagnosis are still unclear. Peripheral blood mononuclear cells (PBMCs) have been shown to be well-suited to biomarker investigation in major depressive disorder (MDD), as well as to unveil the underlying pathogenesis of MDD. In this study, PBMCs were obtained from a chronic unpredictable mild stress (CUMS) rodent model of depression. A gas chromatography-mass spectrometry (GC/MS) metabolomic approach coupled with principal component analysis (PCA) and open partial least-squares discriminant analysis (OPLS-DA) statistical analysis was used to detect differential metabolites in PBMCs of depressed rats. A total number of 18 differential metabolites were screened out. Seven metabolites showed lower levels in CUMS relative to healthy control rats, including aspartic acid, glutamic acid, dehydroascorbic acid, aminomalonic acid, glycine, β-alanine, and ethanolamine, while eleven metabolites showed an increase in CUMS relative to healthy control rats, namely erythronic acid, fructose, β-tocopherol, adenosine-5-monophosphate, 5-hydroxytryptamine, 5-hydroxytryptamine, glycolic acid, α-tocopherol, tetradecanoic acid, creatinine, 4,5-dimethyl-2,6-dihydroxypyrimidine, and myo-inositol. These molecular changes were closely related to perturbations in neurotransmitter metabolism, energy metabolism and oxidative stress metabolism. Biochemical function analysis of these differential metabolites suggested that altered neurotransmitter, energy and oxidative metabolism disorder might be evolved in the pathogenesis of MDD, which could be of valuable assistance in the clinical diagnosis of MDD.