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Background Major depressive disorder (MDD) is a complex psychiatric illness involving multiple brain regions. Increasing evidence indicates that the striatum is involved in depression, but the molecular mechanisms remain unclear. Methods In this study, we performed a gas chromatography–mass spectrometer (GC/MS)-based metabolomic analysis in the striatum of depressed rats induced by chronic unpredictable mild stress (CUMS). We then compared striatal data with our previous data from the hippocampus and cerebellum to systematically investigate the potential pathogenesis of depression. Results We identified 22 differential metabolites in the striatum between the CUMS and control groups; these altered metabolites were mainly involved in amino acid, carbohydrate, and nucleotide metabolism. Pathway analysis revealed that the shared metabolic pathways of the striatum, hippocampus, and cerebellum were mainly involved in the glutamine–glutamate metabolic system. Four genes in the striatum (GS, GLS2, GLT1, and SSADH), six genes in the hippocampus (GS, SNAT1, GAD1, SSADH, VGAT, and ABAT), and five genes in the cerebellum (GS, ABAT, SNAT1, VGAT, and GDH) were found to be significantly altered using RT-qPCR. Correlation analysis indicated that these differential genes were strongly correlated. Conclusion These results suggest that chronic stress might induce depressive behaviors by disturbing the glutamine–glutamate–GABA cycle in the striatum, hippocampus, and cerebellum, and that the glutamine–glutamate–GABA cycle among these three brain regions might generate cooperative action in response to chronic stress.