A recent review proposed four criteria for an animal model of treatment-resistant depression (TRD): a phenotypic resemblance to a risk factor for depression; enhanced response to stress; nonresponse to antidepressant drugs and response to treatments effective in TRD, such as deep brain stimulation (DBS) of the prefrontal cortex or ketamine. Chronic mild stress (CMS) provides a valid model of depression; the Wistar-Kyoto (WKY) rat is considered to be nonresponsive to antidepressant drugs. Here, we applied CMS to WKY rats. WKY and Wistar rats were exposed to CMS, then treated with saline, imipramine, citalopram or venlafaxine. After 5 weeks of CMS and 3 weeks of drug treatment, all WKY groups were implanted unilaterally with DBS electrodes in the prefrontal cortex, and examined in sucrose intake, elevated plus maze (EPM; decreased entries and time in the open arms) and novel object recognition (decreased exploration) tests, following 2×2 h of DBS. CMS decreased sucrose intake, open arm entries on the EPM, and object recognition. Relative to Wistars, WKY rats showed evidence of increased emotionality in the EPM and novel object recognition tests, and a greater impact of CMS on body weight gain and open arm entries. Wistars responded to drug treatment with an increase in sucrose intake but WKY were nonresponsive to drug treatment on all three behavioural tests. With one exception, DBS reversed the anhedonic, anxiogenic and dyscognitive effects of CMS in all groups of WKY rats. In a further experiment, subacute ketamine (10 mg/kg) also normalized behaviour on all three tests. We conclude that WKY rats subjected to CMS meet all four criteria for a valid model of TRD, and provide a basis for studying the mechanism of action of DBS.