Does it make a difference what we eat when it comes to our mental health? Food and nutrients are essential not only for human biology and physical appearance but also for mental and emotional well-being. There has been a significant increase in the favourable effects of dietary supplements in the treatment of depressive state in the latest days. Co-supplements which can be a great contribution in the management of depression from the future perspective and might help to reduce standard anti-depressant drug doses, which can be a strategic way to reduce the side effect of standard anti-depressants drugs. This study was designed to evaluate and compare the anti-depressant effects of cholecalciferol-D3 (V.D3), n-3 polyunsaturated fatty acid (PUFA), and a combination of V.D3 + n-3 PUFA with fluoxetine treatment in chronic unpredictable mild stress (CUMS) induced depression in the mice model. We established CUMS depressant mice model and treated CUMS mice with V.D3, n-3 PUFA, and a combination of V.D3 + n-3 PUFA with fluoxetine. Behavioral changes were measured by the forced swim and tail suspension test. Oxidative stress markers and anti-depressant activity were assessed through parameters such as superoxide dismutase, reduced glutathione, lipid peroxidation, and serum corticosterone levels. Additionally, we measured the levels of neurotransmitters dopamine and serotonin. CUMS induced mice displayed depressive-like behaviours. Moreover, cholecalciferol-D3, n-3 PUFA, and a combination of Cholecalciferol-D3 + n-3 PUFA with fluoxetine treatment attenuated the depressive-like behaviour in CUMS mice accompanied with suppression of oxidative stress markers by up-regulated the expression of an antioxidant signalling pathway. The results suggested that treatment of cholecalciferol-D3, n-3 PUFA, and a combination of Cholecalciferol-D3 + n-3 PUFA with fluoxetine significantly ameliorated depressive-like behaviours in CUMS induced depression in mice. To delve further into the implications of these findings, future studies could explore the specific molecular mechanisms underlying the observed effects on oxidative stress markers and the antioxidant signaling pathway. This could provide valuable insights into the potential of dietary supplements in the management of depression and help in reducing the reliance on conventional antidepressant medications, thus improving the overall quality of treatment for this prevalent mental health condition.