Major depressive disorder is a debilitating disease. Unfortunately, treatment with antidepressants (ADs) has limited therapeutic efficacy since resistance to AD is common. Research in this field is hampered by the lack of a reliable natural animal model of AD resistance. Depression resistance is related to various factors, including the attendance of cardiovascular risk factors and past depressive episodes. We aimed to design a rodent model of depression resistance to ADs, associating cardiovascular risk factors with repeated unpredicted chronic mild stress (UCMS). Male BALB/c mice were given either a regular (4% fat) or a high fat diet (45% fat) and subjected to two 7-week periods of UCMS separated by 6 weeks. From the second week of each UCMS procedure, vehicle or fluoxetine (10 mg/kg, i.p.) was administrated daily. The effects of the UCMS and fluoxetine in both diet conditions were assessed using physical (coat state and body weight) and behavioural tests (the reward maze test and the splash test). The results demonstrate that during the second procedure, UCMS induced behavioural changes, including coat state degradation, disturbances in self-care behaviour (splash test) and anhedonia (reward maze test) and these were reversed by fluoxetine in the regular diet condition. In contrast, the high-fat diet regimen prevented the AD fluoxetine from abolishing the UCMS-induced changes. In conclusion, by associating UCMS-an already validated animal model of depression-with high-fat diet regimen, we designed a naturalistic animal model of AD resistance related to a sub-nosographic clinical entity of depression.