Several neuropharmacological actions of cannabidiol (CBD) due to the modulation of the endocannabinoid system as well as direct serotonergic and gamma-aminobutyric acidergic actions have recently been identified. The current study aimed to reveal the effect of a long-term CBD treatment in the chronic unpredictable mild stress (CUMS) model of depression. Adult male Wistar rats (n = 24) were exposed to various stressors on a daily basis in order to induce anhedonia and anxiety-like behaviors. CBD (10 mg/kg body weight) was administered by daily intraperitoneal injections for 28 days (n = 12). The effects of the treatment were assessed on body weight, sucrose preference, and exploratory and anxiety-related behavior in the open field (OF) and elevated plus maze (EPM) tests. Hair corticosterone was also assayed by liquid chromatography–mass spectrometry. At the end of the experiment, CBD-treated rats showed a higher rate of body weight gain (5.94% vs. 0.67%) and sucrose preference compared to controls. A significant increase in vertical exploration and a trend of increase in distance traveled in the OF test were observed in the CBD-treated group compared to the vehicle-treated group. The EPM test did not reveal any differences between the groups. Hair corticosterone levels increased in the CBD-treated group, while they decreased in controls compared to baseline (+36.01% vs. −45.91%). In conclusion, CBD exerted a prohedonic effect in rats subjected to CUMS, demonstrated by the increased sucrose preference after three weeks of treatment. The reversal of the effect of CUMS on hair corticosterone concentrations might also point toward an anxiolytic or antidepressant-like effect of CBD, but this needs further confirmation.