Resilience is an active coping response to stress, which plays a very important role in major depressive disorder study. The molecular mechanisms underlying such resilience are poorly understood. Peripheral blood mononuclear cells (PBMCs) were promising objects in unveiling the underlying pathogenesis of resilience. Hereby we carried out successive study on PBMCs metabolomics in resilient rats of chronic unpredictable mild stress (CUMS) model. A gas chromatography–mass spectrometry (GC–MS) metabolomic approach coupled with principal component analysis (PCA) and orthogonal partial least-squares discriminant analysis (OPLS-DA) was used to detect differential metabolites in PBMCs of resilient rats. Ingenuity Pathways Analysis (IPA) was applied for pathway analysis. A set of differential metabolites including Malic acid, Ornithine, l-Lysine, Stigmasterol, Oleic acid, γ-Tocopherol, Adenosine and N-acetyl-d-glucosamine were significantly altered in resilient rats, meanwhile promoting antidepressant research. As revealed by IPA that aberrant energy metabolism, HIFα signaling, neurotransmitter, O-GlcNAcylation and cAMP signaling cascade in peripheral might be evolved in the pathogenesis of coping mechanism. The GC–MS based metabolomics may contribute to better understanding of resilience, as well as shedding light on antidepressant discovery.