Depression is common in patients with rheumatoid arthritis (RA); however, the precise mechanisms underlying a link between depression and RA remain unclear. Accumulating evidence suggests the role of gut–microbiota–brain axis in depression. In this study, we investigated whether collagen-induced arthritis (CIA) mice produce depression-like behaviors and abnormal composition of gut microbiota. Furthermore, we investigated whether fecal microbiota transplantation (FMT) from RA patients causes depression-like phenotypes in antibiotic cocktail (ABX)-treated mice. CIA mice displayed depression-like behaviors, increased blood levels of pro-inflammatory cytokine interleukin-6 (IL-6), decreased expression of synaptic proteins in the prefrontal cortex (PFC), and abnormal composition of gut microbiota. Furthermore, FMT from RA patients caused depression-like phenotypes, alterations of gut microbiota composition, increased levels of IL-6 and tumor necrosis factor-α (TNF-α), and downregulation of synaptic proteins in the PFC compared to FMT from healthy controls. There were correlations between relative abundance of microbiota and plasma cytokines, expression of synaptic proteins in the PFC or depression-like behaviors. Interestingly, FMT from RA patients induced T cells differentiation in Peyer’s patches and spleen. Reduced percentage of Treg cells with an increase of Th1/Th2 index was observed in the mice after FMT from RA patients. These findings suggest that CIA mice exhibit depression-like behaviors, systemic inflammation, and abnormal composition of gut microbiota, and that FMT from RA patients produces depression-like behaviors in ABX-treated mice via T cells differentiation. Therefore, abnormalities in gut microbiota in RA patients may contribute to depression via gut–microbiota–brain axis.