Stress exposure is a key risk factor for the developmentof depressive-like conditions. However, despite the higher incidence of Major Depressive Disorder in the female population, classical stress-based experimental paradigms have primarily focused on males. In the present study, we used the well-established chronic mild stress (CMS) paradigm to investigate the development of anhedonia, a cardinal symptom of affective disorders, in the female animals and we also studied the potential effect of the antipsychotic drug lurasidone in normalizing the alterations brought about by stress exposure. We found that three weeks of CMS exposure produced a significant reduction of sucrose intake in 50% of the animals (vulnerable, CMS-V), whereas the others were resilient (CMS-R). The development of an anhedonic phenotype in CMS-V was associated with a significant elevation of different immune markers, such as Complement C3 and C4, and inflammatory cytokines, including INFß and Il1ß in dorsal and ventral hippocampus. Interestingly, sub-chronic treatment with the antipsychotic drug lurasidone was able to revert the anhedonic phenotype while normalizing most of the molecular alterations found in rats vulnerable to CMS exposure. This study extends the ability of lurasidone to normalize the anhedonic phenotype in CMS rats also to females. Moreover, we provide novel evidence on lurasidone’s potential effectiveness in treating mental disorders characterized by immune-inflammatory dysfunction.