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Proteomics has been widely used to investigate multiple diseases. Combining the analyses of proteomics with phosphoproteomics can be used to further explain the pathological mechanisms of depression. In this study, depression-like behavior was induced in a rat model of chronic unpredictable mild stress (CUMS). We subsequently conducted the sucrose preference test, open field experiment, and forced swimming test to assess depressive-like behavior. Proteomic and phosphoproteomic sequencing of the hippocampal tissues from depressive-like behavior and normal rats were analyzed to identify differentially expressed proteins (DEPs) and differentially phosphorylated proteins (DPPs). Differentially expressed phosphorylated proteins (DEPPs) were obtained by intersecting the DEPs and DPPs, and functional enrichment analysis, as well as ingenuity pathway analysis (IPA), were subsequently performed. The study also investigated correlations among the DEPPs and used qRT-PCR to quantify the expression levels of key genes. Five DEPPs were identified, Gys1, Nmt2, Lrp1, Bin1, and Atp1a1, which were found to activate the synaptogenesis signaling pathway, induce mitochondrial dysfunction, and activate the phosphoinositide biosynthesis and degradation pathways. The qRT-PCR results confirmed the proteomic findings for Gys1, Nmt2, Lrp1, and Atp1a1. Importantly, inhibiting Nmt2 was found to alleviate depression-like behavior and alleviate neuronal apoptosis in the hippocampus of CUMS rats. In conclusion, we identified five DEPPs associated with the synaptogenesis signaling pathway, mitochondrial dysfunction, and phosphoinositide biosynthesis and degradation in depression. Furthermore, NMT2 may be a potential target for the treatment or diagnosis of depression. Our findings provide novel insights into the molecular mechanisms of depression. [ABSTRACT FROM AUTHOR]