Oxidative stress is a critical route of damage in various physiological stress-induced disorders, including depression. Rose oil may be a useful treatment for depression because it contains flavonoids which include free radical antioxidant compounds such as rutin and quercetin. We investigated the effects of absolute rose oil (from Rosa × damascena Mill.) and experimental depression on lipid peroxidation and antioxidant levels in the cerebral cortex of rats. Thirty-two male rats were randomly divided into four groups. The first group was used as control, while depression was induced in the second group using chronic mild stress (CMS). Oral (1.5 ml/kg) and vapor (0.15 ml/kg) rose oil were given for 28 days to CMS depression-induced rats, constituting the third and fourth groups, respectively. The sucrose preference test was used weekly to identify depression-like phenotypes during the experiment. At the end of the experiment, cerebral cortex samples were taken from all groups. The lipid peroxidation levels in the cerebral cortex in the CMS group were higher than in control whereas their levels were decreased by rose oil vapor exposure. The vitamin A, vitamin E, vitamin C and β-carotene concentrations in the cerebral cortex were lower in the CMS group than in the control group whereas their concentrations were higher in the rose oil vapor plus CMS group. The CMS-induced antioxidant vitamin changes were not modulated by oral treatment. Glutathione peroxidase activity and reduced glutathione did not change statistically in the four groups following CMS or either treatment. In conclusion, experimental depression is associated with elevated oxidative stress while treatment with rose oil vapor induced protective effects on oxidative stress in depression.