Prolonged exposure to stress has detrimental effects on health, and the consumption of caffeine, mostly contained in energy drinks, has become a widely adopted stress coping strategy. Currently, there is limited information regarding the effects of caffeine intake on chronic stress exposure. Thus, this study investigated the effects of caffeine administration on chronic stress-induced behavioral deficits, neurochemical alterations, and glial disruptions in experimental rats. Thirty male Wistar rats were randomly assigned to five groups (n = 6): non-stress control, stress control, and caffeine groups of doses 12.5, 25, and 50 mg/kg. The stress control and caffeine groups were subjected to an unpredictable chronic mild stress (UCMS) protocol daily for 14 days. The rats were evaluated for phenotypic and neurobehavioral assessments. Thereafter, the rat brains were processed for biochemical and immunohistochemical assays. Caffeine administration was found to ameliorate behavioral dysfunctions in rats exposed to UCMS. The UCMS-induced changes in brain levels of monoamines, cholinesterases, and some oxidative stress biomarkers were reversed by caffeine. Caffeine administration also produced mild protective effects against UCMS-induced changes in GFAP and Iba-1 expression in stress-specific brain regions. These results showed that low and moderate doses of caffeine reversed most of the stress-induced changes, suggesting its ameliorative potential against chronic stress-induced alterations.