N-3 polyunsaturated fatty acids (PUFA) and probiotics have antidepressant-like effects, but the underlying mechanisms are unclear. We hypothesized that n-3 PUFA combined with live and dead probiotics synergistically improves depression by modulating the hypothalamic-pituitary-adrenal (HPA) axis and serotonergic pathways through the brain-gut axis. Rats were randomly divided into seven groups (n = 8/group): nonchronic mild stress (CMS) with n-6 PUFA, CMS with n-3 PUFA, n-6 PUFA, live probiotics, dead probiotics, n-3 PUFA, and live probiotics, and n-3 PUFA and dead probiotics. Diets of n-6 and n-3 PUFA and oral supplementation of live and dead probiotics were provided for 12 weeks, and CMS was performed for the last 5 weeks. N-3 PUFA and probiotics improved depressive behaviors and modulated the brain and gut HPA axis by synergistically increasing glucocorticoid receptor expression and decreasing corticotropin-releasing factor expression and blood levels of adrenocorticotropic hormone and corticosterone. N-3 PUFA and probiotics upregulated the brain serotonergic pathway through serotonin levels and expression of brain-derived neurotrophic factor, phosphorylated cAMP response binding protein, and 5-hydroxytryptamine 1A receptor while downregulating the gut serotonergic pathway. Furthermore, n-3 PUFA and probiotics increased the abundance of Ruminococcaceae, brain and gut short chain fatty acid levels, and occludin expression while decreasing the expression of tumor necrosis factor-α, interleukin-1β, and prostaglandin E and blood lipopolysaccharides levels. There was no significant difference between the live and dead probiotics. In conclusion, n-3 PUFA and probiotics had synergistic antidepressant-like effects on the HPA axis and serotonergic pathways of the brain and gut through the brain-gut axis.