Our previous study revealed that fish oil (FO) pre-treatment could improve the lipopolysaccharides (LPS)-induced depressive-like behavior in mice but did not alter the expression of stress hormones associated with the hypothalamic–pituitary–adrenal (HPA) axis. The exact mechanisms underlying the protective effects of FO remain elusive. Here we applied the metabolomic technique to investigate the potential involvement of FO metabolites in ameliorating depressive-like behaviors in LPS-injected mice. It revealed that LPS-injection stimulated systemic inflammation, exhausted the nicotinamide adenine dinucleotide (NAD) level in the brain, decreased energy metabolism and impaired neuronal function, which collectively contributed to depressive-like behaviors in mice. FO treatment enhanced the production of neuroprotective metabolites including taurine, hypotaurine and tyramine, decreased the generation of neurotoxic agents such as ADPR, glutamate accumulation and oxidized glutathione, and prevented the NAD exhaustion in the brain, which might underlie the beneficial effects of FO against LPS-induced inflammation and depressive-like behaviors.