Hydrogen sulfide (H2S) plays antidepressant‐like roles in diabetic rats. However, the underlying mechanisms remain unclear. Brain‐derived neurotropic factor (BDNF), a neurotrophic factor, plays important regulatory roles in depression by its high‐affinity tropomysin‐related kinase B (TrkB) receptor. Autophagy also is implicated in modulation of depression. Previous work confirmed the modulatory roles of H2S in BDNF protein expression and autophagy. Thus, in this study, we explored whether the BDNF‐TrkB pathway mediates the antidepressant‐like effects of H2S in diabetic rats and whether this process is achieved via promoting hippocampal autophagy. We demonstrated that H2S upregulated the expressions of BDNF and p‐TrkB proteins in the hippocampus of streptozotocin (STZ)‐induced diabetic rats. K252a (an inhibitor of BDNF‐TrkB pathway) reversed the antidepressant‐like roles of H2S, as evidenced by the tail suspension, forced swimming, novelty suppressed feeding, and elevated plus‐maze tests. Furthermore, K252a abolished H2S‐promoted hippocampal autophagy in diabetic rats, as evidenced by a decrease in the number of autolysosome, downregulation of Beclin‐1 (a regulator of autophagy in the early stage of the formation of autophagosomal membranes and its level is positively correlated with autophagic activity) expression, and upregulation of P62 (a substrate of autophagic degradation and its level is inversely correlated with autophagic activity) expression, in the hippocampus of rats co‐treated with NaHS and STZ. Taken together, these data indicated that the BDNF‐TrkB pathway mediates the antidepressant‐like roles of H2S in diabetic rats by enhancing hippocampal autophagy.