Paroxetine is a selective serotonin reuptake inhibitor used for the treatment of depression; this study investigated its other mechanisms by studying the expression and therefore involvement of norepinephrine transporter (NET) and serotonin transporter (5-HTT). Male Sprague–Dawley rats were divided into a vehicle-treated control group (VC), a paroxetine-treated control group (PC), a vehicle-treated model group (VM), and a paroxetine-treated model group (PM). The depression model was established by chronic unpredicted stress. Paroxetine (1.8 mg/kg once daily) was administered to rats (PM and PC groups) by an intragastric gavage, and the same dosage of vehicle was administered to rats in the VM and VC groups. Rat behaviors, superoxide dismutase and catalase activities, malondialdehyde level in the serum, and expression of 5-HTT in the hippocampus and NET in the pons were determined, respectively. Compared with VM rats, the PM rats showed significant relief of depression-like behaviors, decrease in the malondialdehyde level, increase in superoxide dismutase and catalase activities, and increase in 5-HTT and NET expression. The results may suggest that the antidepressive effect of paroxetine is at least partly related to reversing oxidative stress imbalance and elevating the expression of 5-HTT and NET.