Depression is a common mental health disorder that can impair normal functions, cause distress, and adversely affect the quality of life. Cognitive impairment is considered one of the characteristics of major depression disorders-related dysfunction, and it has received attention in the treatment of major depressive disorders. To investigated the mechanisms underlying depression-induced cognitive disorders, we selected a rodent model of chronic unpredictable mild stress and used liquid chromatography/mass spectrometry-based metabolomics of sera. Behavioral tests, including the sucrose preference test and open field test, revealed that model rats developed depression-like symptoms in the sixth week of the chronic unpredictable mild stress period. Rats of the model group exhibited significant cognitive changes in the Morris water maze test in the tenth week of the period. Tau phosphorylation and decreased levels of postsynaptic density-95 and synaptophysin were observed in the rodent brains by the tenth week. These results suggest that rodents developed cognitive impairment in the tenth week of the period, while serum metabonomic showed that glycerophospholipid metabolism is the most relevant pathway to reveal the mechanism of depression-induced cognitive impairment. The disorders of lipid metabolism caused by the increased cholesterol efflux and reduced reuptake could be one of the mechanisms of depression-induced cognitive disorders. However, the relationship between cholesterol efflux in the brain and elevated serum cholesterol needs further research.