Depressive disorders are a major public health concern. Despite currently available treatment options, their prevalence steadily increases, and a high rate of therapeutic failure is often reported, together with important antidepressant-related side effects. This highlights the need to improve existing therapeutic strategies, including by using nutritional interventions. In that context, saffron recently received particular attention for its beneficial effects on mood, although the underlying mechanisms are poorly understood. This study investigated in mice the impact of a saffron extract (Safr’Inside™; 6.25 mg/kg, per os) on acute restraint stress (ARS)-induced depressive-like behavior and related neurobiological alterations, by focusing on hypothalamic–pituitary–adrenal axis, inflammation-related metabolic pathways, and monoaminergic systems, all known to be altered by stress and involved in depressive disorder pathophysiology. When given before stress onset, Safr’Inside administration attenuated ARS-induced depressive-like behavior in the forced swim test. Importantly, it concomitantly reversed several stress-induced monoamine dysregulations and modulated the expression of key enzymes of the kynurenine pathway, likely reducing kynurenine-related neurotoxicity. These results show that saffron pretreatment prevents the development of stress-induced depressive symptoms and improves our understanding about the underlying mechanisms, which is a central issue to validate the therapeutic relevance of nutritional interventions with saffron in depressed patients.