Depression is the most common disabling psychiatric disease, with a high prevalence and mortality. Chronic unpredictable mild stress (CUMS) is a well-accepted method used to mimic clinical depression. Recent evidence has consistently suggested that the cumulative effects of CUMS could lead to allostatic overload in the body, thereby inducing systemic disorders; however, there are no previous systematic metabonomics studies on the main stress-targeted tissues associated with depression. A non-targeted gas chromatography-mass spectrometry (GC-MS) approach was used to identify metabolic biomarkers in the main stress-targeted tissues (serum, heart, liver, brain, and kidney) in a CUMS model of depression. Male Sprague-Dawley rats were randomly allocated to the CUMS group (n = 8) or a control group (n = 8). Multivariate analysis was performed to identify the metabolites that were differentially expressed between the two groups. There were 10, 10, 9, 4, and 7 differentially expressed metabolites in the serum, heart, liver, brain and kidney tissues, respectively, between the control and CUMS groups. These were linked to nine different pathways related to the metabolism of amino acids, lipids, and energy. In summary, we provided a comprehensive understanding of metabolic alterations in the main stress-targeted tissues, helping to understand the potential mechanisms underlying depression.