It is well-established in preclinical studies that various probiotics may improve behaviours related to psychiatric disease. We have previously shown that probiotics protected against high-fat diet (HFD)-induced depressive-like behaviour in Flinders Sensitive Line (FSL) rats, whereas FSL rats on control (CON) diet were unaffected. Therefore, we hypothesised that a dysmetabolic component of depression may exist that involves the gut microbiota and that such component may be reflected in the plasma metabolome. The aims of the present study post hoc analyses were 1) to study the effect of probiotics on gut microbiota composition and its association with depressive-like behaviour in FSL rats, and 2) to identify plasma metabolites associated with gut microbiota and depressive-like behaviour. Forty-six FSL rats were fed CON or HFD and treated with multi-species probiotics (nine Bifidobacterium, Lactococcus and Lactobacillus species) for 12 weeks. Faecal samples were collected for 16S rRNA (VR4) gene amplicon sequencing (Illumina MiSeq), and an untargeted plasma metabolomics was performed. We found that probiotics increased the relative faecal abundance of the Bifidobacterium, Lactococcus and Lactobacillus genera in HFD-fed rats only. Also, a HFD-induced microbiota component associated with depressive-like behaviour was identified, and probiotics improved the component score. Finally, the plasma levels of 44 metabolites correlated with the depression-related microbiota component, and three such metabolites had good predictive ability for depressive-like behaviour. Potentially, our findings imply that a subtype of depression characterised by a diet-induced, pro-depressant gut microbiota may exist and that analysis of related plasma metabolites may reveal aberrant microbiota functioning related to depression.