The objectives of this study were to compare the antidepressant effects between endurance and resistance exercise for optimizing interventions and examine the metabolomic changes in different types of skeletal muscles in response to the exercise, using a rat model of chronic unpredictable mild stress (CUMS)-induced depression. There were 32 male Sprague-Dawley rats randomly divided into a control group (C) and 3 experimental groups: CUMS control (D), endurance exercise (E), and resistance exercise (R). Group E underwent 30 min treadmill running, and group R performed 8 rounds of ladder climbing, 5 sessions per week for 4 weeks. Body weight, sucrose preference, and open field tests were performed pre and post the intervention period for changes in depressant symptoms, and the gastrocnemius and soleus muscles were sampled after the intervention for metabolomic analysis using the 1H-NMR technique. The results showed that both types of exercise effectively improved the depression-like symptoms, and the endurance exercise appeared to have a better effect. The levels of 10 metabolites from the gastrocnemius and 13 metabolites from the soleus of group D were found to be significantly different from that of group C, and both types of exercise had a callback effect on these metabolites, indicating that a number of metabolic pathways were involved in the depression and responded to the exercise interventions.