Faced with the increasing incidence of major depression disorder (MDD) and the unsatisfactory effect of current drugs, there has been growing attention on the relation between dietary supplements and MDD prevention. In this research, the antidepressant activity of okra seed extract (OSE) was evaluated with behavioral tests including an open field test, tail suspension test (TST), forced-swimming test (FST) and novelty suppressed feeding test (NSFT) for sub-chronic treatment and chronic sleep-interruption (CSI) animal models. The chemical constituents of OSE were identified by using UPLC-DAD/Q-TOF MS. To investigate the mechanism, the prefrontal cortex and hippocampus were collected to determine neurotransmitters, total antioxidant capacity (T-AOC), superoxide dismutase (SOD) and malondialdehyde (MDA). Blood serum was prepared for the determination of corticosterone (CORT) and adrenocorticotropic hormone (ACTH). Results demonstrated that OSE possessed an antidepressant effect in both sub-chronic treatment and CSI animal models through suppressing the hyperactivation of the hypothalamic-pituitary-adrenal (HPA) axis, alleviating oxidative stress and regulating neurotransmitter levels in the hippocampus and frontal cortex. Besides, chemical analysis based on the UPLC-DAD/ESI-Q-TOF MS approach showed that OSE mainly contained catechin and quercetin derivatives. The present study provided a scientific basis for developing okra seeds to be a dietary supplement for MDD prevention.