Major depressive disorder (MDD) is a highly prevalent, debilitating mental illness of importance for global health. However, its molecular pathophysiology remains poorly understood. Combined proteomics and metabolomics approaches should provide a comprehensive understanding of MDD's etiology. The present study reports novel “-omics” insights from a rodent model of MDD. Cerebellar samples from chronic mild stressed (CMS)-treated depressed rats and controls were compared with a focus on the differentially expressed proteins and metabolites using isobaric tags for relative and absolute quantitation (iTRAQ)-based proteomics and gas chromotography/mass spectrometry (GC-MS) metabolomics techniques, respectively. The combined analyses found significant alterations associated with cerebellar energy metabolism, as indicated by (1) abnormal amino acid metabolism accompanied by corresponding metabolic enzymatic alterations and disturbed protein turnover, (2) increased glycolytic and tricarboxylic acid (TCA) cycle enzyme levels paralleled by changes in the concentrations of associated metabolites, and (3) perturbation of ATP biosynthesis through adenosine accompanied by perturbation of the mitochondrial respiratory chain. To the best of our knowledge, this study is the first to integrate proteomics and metabolomics analyses to examine the pathophysiological mechanism(s) underlying MDD in a CMS rodent model of depression. These results can offer important insights into the pathogenesis of MDD.