Depression is a prevalent mental disorder characterized by unknown pathogenesis and challenging treatment. Recent meta-analyses reveal an association between cardiovascular risk factors and an elevated risk of depression. Despite this, the precise role of vascular injury in depression development remains unclear. In this investigation, we assess vascular system function in three established animal models of depression— chronic unpredictable mild stress (CUMS), chronic social defeat stress (CSDS) and maternal separation (MS)—utilizing ultrasonography and laser Doppler measurement. All three model animals exhibit anhedonia and despair-like behavior. However, significant microvascular dysfunction (not macrovascular) is observed in animals subjected to CUMS and CSDS models, while such dysfunction is absent in the MS model. Statistical analysis further indicates that microcirculation dysfunction is not only associated with depression-like behavior but is also intricately involved in the development of depression in the CUMS and CSDS models. Furthermore, our study has proved for the first time that endothelial nitric oxide synthase-deficient (eNOS+/−) mice, which is a classic model of vascular endothelial injury, showed depression-like behavior which occurred two months later than microvascular dysfunction. Notably, the mitigation of microvascular dysfunction successfully reverses depression-like behavior in eNOS+/− mice by enhancing nitric oxide production. In conclusion, this study unveils the pivotal role of microvascular dysfunction in the onset of depression induced by chronic stress in adulthood and proposes that modulating microvascular function may serve as a potential intervention in the treatment of depression.