Major depressive disorder is a debilitating and common mental health condition that results in reduced quality of life, diminished cognitive ability, and suicidal ideation. In recent years, dimethyl fumarate (DMF), an activator of the Nrf2 antioxidant pathway, has presented potent ameliorative capabilities to reduce inflammation, improve learning and memory, and reduce depressive-like behaviour in male rodent models of depression and neurodegeneration. Here we demonstrate the efficacy of DMF treatment in male and female Wistar rats exposed to the chronic unpredictable mild stress (CUS) model of depression. CUS induced behavioural despair, anhedonia, anxiety, and weight reductions in both sexes with sex-specific impairments in memory. DMF treatment produced antidepressant effects in male rats and improved CUS induced recognition memory and spatial memory. In female rats, DMF selectively improved spatial memory with no antidepressant effects. Additionally, DMF selectively normalized CUS induced alterations in microglial activity in subregions of the dorsal hippocampus of both sexes. These results demonstrate a sex-specific response to DMF treatment following stress, highlighting its potential as a depression therapeutic with enhanced effect in males