Summary Xylo‐oligosaccharides (XOS) is a functional oligosaccharide with prebiotic properties, and could be fermented by gut microbiota. In this study, the modulatory effects of XOS on emotions and behaviours at different dose were investigated based on the mouse model of chronic unpredictable mild stress‐induced depression. The result showed that 0.23 and 0.50 g kg−1 doses of XOS significantly increased sucrose preference index and decreased the immobility time in tail suspension and forced swimming tests. Meanwhile, the dose of 0.23 g kg−1 day−1 XOS significantly increased the concentration of neurotransmitters, such as 5‐hydroxytryptamine and γ‐ aminobutyric acid. Furthermore, the analysis of the faecal microbiota with XOS intervention showed a higher relative abundance of Akkermansia, Bifidobacterium and Lactobacillus, fewer Desulfovibrio and the SCFA concentrations increased with XOS prevention treatment. These results suggested that the dietary supplementation XOS could improve chronic stress‐induced depressive‐like behaviour by modulating neurotransmitters and reverting gut microbiota changes in mice. These findings present XOS as a potential prebiotic targeting to the gut microbiota for mood disorders.