Cognitive dysfunction is a component of affective disorders, including depression. Chronic stress is a risk factor for depression, and we have shown that exposing rats to chronic unpredictable stress (CUS) induces a deficit of cognitive flexibility, the ability to modify behavior based on feedback from a changing environment. Deficits of cognitive flexibility, measured by extra-dimensional set-shifting on the Attentional Set-shifting Test (AST), are consistent with dysregulation of prefrontal cortical function, also characteristic of depression. We have shown that increasing norepinephrine in the medial prefrontal cortex facilitated set-shifting, and chronic treatment with the selective norepinephrine reuptake blocker, desipramine, restored cognitive flexibility in rats that had been compromised by CUS. Serotonin reuptake blockade also prevented CUS-induced deficits in cognitive flexibility, suggesting a role for both monoamines in this process. Milnacipran is a serotonin-norepinephrine reuptake inhibitor (SNRI) with moderate preference for blocking norepinephrine reuptake. In this study, we tested the effects of chronic milnacipran treatment on cognitive set-shifting after CUS. Male Sprague-Dawley rats were treated chronically by minipump with milnacipran (30 mg/kg/day), the positive control drug, desipramine (5 mg/kg/day), or vehicle, and exposed to CUS or unstressed control conditions. For CUS, a different acute stressor was presented daily for 14 days. On Day 17, rats were tested on the AST. Consistent with previous results, CUS impaired cognitive set-shifting. Further, chronic treatment with either milnacipran or desipramine preserved cognitive flexibility after CUS, suggesting that milnacipran may have efficacy in the management of cognitive dysfunction as a component of stress-related illnesses, including fibromyalgia and depression.