The gut microbiota has recently emerged as an important regulator of brain physiology and behaviour in animals, and ingestion of certain bacteria (probiotics) therefore appear to be a potential treatment for major depressive disorder (MDD). However, some conceptual and mechanistical aspects need further elucidation. We therefore aimed at investigating whether the habitual diet may interact with the effect of probiotics on depression-related behaviour and further examined some potentially involved mechanisms underlying the microbe-mediated behavioural effects. Forty male Sprague-Dawley rats were fed a control (CON) or high-fat diet (HFD) for ten weeks and treated with either a multi-species probiotic formulation or vehicle for the last five weeks. Independently of diet, probiotic treatment markedly reduced depressive-like behaviour in the forced swim test by 34% (95% CI: 22-44%). Furthermore, probiotic treatment skewed the cytokine production by stimulated blood mononuclear cells towards IFNγ, IL2 and IL4 at the expense of TNFα and IL6. In addition, probiotics lowered hippocampal transcript levels of factors involved in HPA axis regulation (Crh-r1, Crh-r2 and Mr), whereas HFD increased these levels. A non-targeted plasma metabolomics analysis revealed that probiotics raised the level of indole-3-propionic acid, a potential neuroprotective agent. Our findings clearly support probiotics as a potential treatment strategy in MDD. Importantly, the efficacy was not attenuated by intake of a "Western pattern" diet associated with MDD. Mechanistically, the HPA axis, immune system and microbial tryptophan metabolism could be important in this context. Importantly, our study lend inspiration to clinical trials on probiotics in depressed patients.