Newly conducted research suggests that metabolic disorders, like diabetes and obesity, play a significant role as risk factors for psychiatric disorders. This connection presents a potential avenue for creating novel antidepressant medications by repurposing drugs originally developed to address antidiabetic conditions. Earlier investigations have shown that GLP-1 (Glucagon-like Peptide-1) analogs exhibit neuroprotective qualities in various models of neurological diseases, encompassing conditions such as Alzheimer's disease, Parkinson's disease, and stroke. Moreover, GLP-1 analogs have demonstrated the capability to enhance neurogenesis, a process recognized for its significance in memory formation and the cognitive and emotional aspects of information processing. Nonetheless, whether semaglutide holds efficacy as both an antidepressant and anxiolytic agent remains uncertain. To address this, our study focused on a mouse model of depression linked to type 2 diabetes induced by a High Fat Diet (HFD). In this model, we administered semaglutide (0.05 mg/Kg intraperitoneally) on a weekly basis to evaluate its potential as a therapeutic option for depression and anxiety. Diabetic mice had higher blood glucose, lipidic profile, and insulin resistance. Moreover, mice fed HFD showed higher serum interleukin (IL)-1β and lipopolysaccharide (LPS) associated with impaired humor and cognition. The analysis of behavioral responses revealed that the administration of semaglutide effectively mitigated depressive- and anxiety-like behaviors, concurrently demonstrating an enhancement in cognitive function. Additionally, semaglutide treatment protected synaptic plasticity and reversed the hippocampal neuroinflammation induced by HFD fed, improving activation of the insulin pathway, demonstrating the protective effects of semaglutide. We also found that semaglutide treatment decreased astrogliosis and microgliosis in the dentate gyrus region of the hippocampus. In addition, semaglutide prevented the DM2-induced impairments of pro-opiomelanocortin (POMC), and G-protein-coupled receptor 43 (GPR43) and simultaneously increased the NeuN + and Glucagon-like Peptide-1 receptor (GLP-1R+) neurons in the hippocampus. Our data also showed that semaglutide increased the serotonin (5-HT) and serotonin transporter (5-HTT) and glutamatergic receptors in the hippocampus. At last, semaglutide changed the gut microbiota profile (increasing Bacterioidetes, Bacteroides acidifaciens, and Blautia coccoides) and decreased leaky gut, improving the gut-brain axis. Taken together, semaglutide has the potential to act as a therapeutic tool for depression and anxiety.