Abstract Gut microbiome is implicated in the onset and progression of major depressive disorder (MDD), but the dynamic alterations of depressive symptoms, gut microbiome, and fecal metabolome across different stages of stress exposure remain unclear. Here, we modified the chronic social defeat stress (CSDS) model to evaluate mice subjected to social defeat stress for 1, 4, 7, and 10 days. Behavioral tests, 16S rRNA, metagenomics, and fecal metabolomics were conducted to investigate the impact of stress exposure on behaviors, gut microbiota and fecal metabolites. We observed that depressive-like behaviors, such as anhedonia and social avoidance, worsened significantly as stress exposure increased. The microbial composition, function, and fecal metabolites exhibited distinct separations across the different social defeat stress groups. Mediation analysis identified key bacteria, such as Lachnospiraceae_UCG-001 and Bacteroidetes, and fecal metabolites like valeric acid and N-acetylaspartate. In our clinical depression cohort, we confirmed that fecal valeric acid levels, were significantly lower in depressive-like mice and MDD patients, correlating closely with stress exposure and anhedonia in mice. Further analysis of serum and brain metabolites in mice revealed sustained changes of N-acetylaspartate abundance in fecal, serum, and cortical samples following increasing stress exposure. Together, this study elucidated the characteristics of depressive-like behaviors, gut microbiome, and fecal metabolome across various social defeat stress exposure, and identified key bacteria and fecal metabolites potentially involved in modulating social defeat stress response and depressive-like behaviors, providing new insights into the pathogenesis and intervention of depression.