Depression is the leading cause of disability worldwide. Recent observations have revealed an association between mood disorders and alterations of the intestinal microbiota. Here, using unpredictable chronic mild stress (UCMS) as a mouse model of depression, we show that UCMS mice display phenotypic alterations, which could be transferred from UCMS donors to naïve recipient mice by fecal microbiota transplantation. The cellular and behavioral alterations observed in recipient mice were accompanied by a decrease in the endocannabinoid (eCB) signaling due to lower peripheral levels of fatty acid precursors of eCB ligands. The adverse effects of UCMS-transferred microbiota were alleviated by selectively enhancing the central eCB or by complementation with a strain of the Lactobacilli genus. Our findings provide a mechanistic scenario for how chronic stress, diet and gut microbiota generate a pathological feed-forward loop that contributes to despair behavior via the central eCB system.