The incidence rate and harmfulness of depression are increasing yearly, and the research on the antidepressant effect of regulating the intestinal microecology balance has attracted widespread attention. The purpose of this research was to study the preventive effects and the regulatory mechanism of edible Lilium-egg yolk compound powder (BHT) on gut-brain crosstalk in depressive rats induced by chronic unpredictable mild stress (CUMS) through the “microbiota-gut-brain” axis. Results showed that infusion of BHT for 21 days ameliorated the morphology of the hippocampus and colon, increased the rate of sucrose preference, reduced the immobility time of forced swimming, increased the expression level of anti-inflammatory cytokine interleukin (IL)-10 in serum, up-regulated the expression level of plasma neurotransmitter 5-hydroxytryptamine (5-HT), down-regulated the expression of inflammatory factors tumor necrosis factor-α (TNF-α), IL-6, and IL-1β and neurotransmitter glutamic acid (Glu) in serum, and decreased the expression levels of lipopolysaccharide (LPS), diamine oxidase (DAO) and lactate dehydrogenase (LD) in plasma. The underlying mechanism may be to reduce the activation of microglia (lower levels of CD11 antigen-like family member B (CD11b), ionized calcium binding adaptor molecule 1 (Iba1) protein and gene expression), regulate hippocampal glucocorticoid receptor/brain-derived neurotrophic factor/neuropeptide Y (GR/BDNF/NPY) signaling pathway (higher levels of GR, BDNF, NPY protein and gene expression), enhance intestinal mucosal barrier function (higher levels of ZO-1, occludin protein and gene expression), regulate the composition and structure of intestinal flora (analysis results of linear discriminant analysis effect size (LEfSe) combined with random forest showed that Prevotella and Paraprevotella might be biomarkers of BHT intervention in depression), and it is related to the improvement of glutathione metabolism, and other metabolic pathways. Pearson correlation analysis found that 5-HT is strongly positively correlated with Prevotella, and Glu has a strong negative correlation with Prevotella. In conclusion, BHT can exert its antidepressant effect on CUMS-induced rats through microbiota-gut-brain interaction, can be used as an alternative to food recuperation for human depression.