Neuronal loss has been identified in depression, but its mechanisms are not fully understood. Proteomic analyses provide a novel insight to explore the potential mechanisms of such pathological alterations. In this study, mice were treated with chronic unpredictable mild stress (CUMS) for 2 months to establish depression models. The hippocampus was analyzed for proteomic patterns by mass spectrometry followed by Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analyses. Behavioral tests showed that mice receiving CUMS showed depression-like symptoms such as anhedonia in the sucrose preference test (SPT) and behavioral despair in the forced swimming test (FST). CUMS induced anxiety-like behaviors in the open field test (OFT), but did not impair spatial learning and memory ability in the Morris water maze (MWM) test. Out of 4046 quantified proteins, 47 differentially expressed proteins were obtained between the CUMS and control groups. These proteins were functionally enriched in a series of biological processes. Among the notably enriched pathways, necroptosis and ferroptosis were significantly activated. Western blot and biochemical assay analyses identified changes in receptor-interacting protein kinase 3 (RIP3), phosphorylated mixed lineage kinase domainlike protein (p-MLKL), ferritin light chain 1 (Ftl1) and lipid peroxidation that were related to necroptosis and ferroptosis. Further, we found reduced levels of alpha-crystallin B (Cryab) and brain-derived neurotrophic factor (BDNF), which were also associated with neuronal survival. Our study highlighted that necroptosis and ferroptosis were involved in depression and partially account for neuronal loss, thereby providing potentially novel targets for the treatment of depression.