The complications of obesity extend beyond the periphery to the central nervous system (CNS) and include an increased risk of developing neuropsychiatric co-morbidities like depressive illness. Preclinical studies support this concept, including studies that have examined the effects of a high-fat diet (HFD) on depressive-like behaviors. Although women are approximately two-fold more likely to develop depressive illness compared to men, most preclinical studies have focused on the effects of HFD in male rodents. Accordingly, the goal of this study was to examine depressive-like behaviors in male and female rats provided access to a HFD. In agreement with prior studies, male and female rats provided a HFD segregate into an obesity phenotype (i.e., diet-induced obesity; DIO) or a diet resistant (DR) phenotype. Upon confirmation of the DR and DIO phenotypes, behavioral assays were performed in control chow, DR, and DIO rats. In the sucrose preference test, male DIO rats exhibited significant decreases in sucrose consumption (i.e., anhedonia) compared to male DR and male control rats. In the forced swim test (FST), male DIO rats exhibited increases in immobility and decreases in climbing behaviors in the pre-test sessions. Interestingly, male DR rats exhibited these same changes in both the pre-test and test sessions of the FST, suggesting that consumption of a HFD, even in the absence of the development of an obesity phenotype, has behavioral consequences. Female rats did not exhibit differences in sucrose preference, but female DIO rats exhibited increases in immobility exclusively in the test session of the FST, behavioral changes that were not affected by the stage of the estrous cycle. Collectively, these studies demonstrate that access to a HFD elicits different behavioral outcomes in male and female rats.