Objective To observe the differences in gut microbiota in chronic unpredictable mild stress (CUMS)-induced depression model rats of both sexes, and to provide experimental evidence for exploring sex differences in depression onset. Methods Thirty-two healthy SD rats were divided randomly into four groups based on sex: Male control group (Control-M), Female control group (Control-F), Male model group (Model-M), and Female model group (Model-F) (n= 8 rats per group). Rats in the control groups were fed without stimulation, while rats in the model groups were stimulated using the 28 d CUMS-induced depression method. After successful modeling, fresh feces were collected from all rats for high-throughput 16S rRNA sequencing. Behavioral observations were also conducted before and after preparing the model. Results The result of sucrose-preference, open-field, and forced-swimming tests differed significantly between the control and model groups. The result of the sucrose-preference test also differed between the sexes, while there was no difference in the open-field or forced-swimming test between the sexes. The α and β diversity of the gut microbiota genera showed an upward trend in the CUMS group compared with the control group. The ratio of Firmicutes/Bacteroidetes and the richness of the Roseburia and Lachnospiraceae_ NK4A136_group were decreased in male rats but showed an increasing trend in female rats. Conclusions The ratio of Firmicutes/Bacteroidetes in the gut microbiota may be a key factor affecting the difference in the onset of depression between males and females, while the Roseburia and Lachnospiraceae_NK4A136_group be potential factors in correcting the gut microbiota and improving the symptoms of depression.