The olfactory bulb (OB), a major structure of the limbic system, has been understudied in human investigations of psychopathologies such as depression. To explore more directly the molecular features of the OB in depression, a global comparative proteome analysis was carried out with human post-mortem OB samples from 11 males having suffered from depression and 12 healthy controls. We identified 188 differentially abundant proteins (with adjusted p < 0.05) between depressed cases and controls. Gene ontology and gene enrichment analyses suggested that these proteins are involved in biological processes including the complement and coagulation cascades. Cell type enrichment analysis displayed a significant reduction in several canonical astrocytic proteins in OBs from depressed patients. Furthermore, using RNA-fluorescence in-situ hybridization, we observed a decrease in the percentage of ALDH1L1+ cells expressing canonical astrocytic markers including ALDOC, NFIA, GJA1 (connexin 43) and SLC1A3 (EAAT1). These results are consistent with previous reports of downregulated astrocytic marker expression in other brain regions in depressed patients. We also conducted a comparative phosphoproteomic analysis of OB samples and found a dysregulation of proteins involved in neuronal and astrocytic functions. To determine whether OB astrocytic abnormalities is specific to humans, we also performed proteomics on the OB of socially defeated male mice, a commonly used model of depression. Cell-type specific analysis revealed that in socially defeated animals, the most striking OB protein alterations were associated with oligodendrocyte-lineage cells rather than with astrocytes, highlighting an important species difference. Overall, this study further highlights cerebral astrocytic abnormalities as a consistent feature of depression in humans.