Depression will be the disease with the highest incidence worldwide by 2030. Data indicate that postmenopausal women have a higher incidence of mood disorders, and this high vulnerability seems to be related to hormonal changes and weight gain. Although research evaluating the profile of metabolites in mood disorders is advancing, further research, maintaining consistent methodology, is necessary to reach a consensus. Therefore, the objective of the present study was to carry out an exploratory analysis of the plasma polar metabolites of pre- and postmenopausal women to explore whether the profile is affected by depression. The plasma analysis of 50 polar metabolites was carried out in a total of 67 postmenopausal women, aged between 50 and 65 years, either without depression (n = 25) or with depression symptoms (n = 42), which had spontaneous onset of menopause and were not in use of hormone replacement therapy, insulin, or antidepressants; and in 42 healthy premenopausal women (21 without depression and 21 with depression symptoms), aged between 40 and 50 years and who were not in use of contraceptives, insulin, or antidepressants. Ten metabolites were significantly affected by depression symptoms postmenopause, including adenosine (FDR = 3.778 × 10−14), guanosine (FDR = 3.001 × 10−14), proline (FDR = 1.430 × 10−6), citrulline (FDR = 0.0001), lysine (FDR = 0.0004), and carnitine (FDR = 0.0331), which were down-regulated, and dimethylglycine (FDR = 0.0022), glutathione (FDR = 0.0048), creatine (FDR = 0.0286), and methionine (FDR = 0.0484) that were up-regulated. In premenopausal women with depression, oxidized glutathione (FDR = 0.0137) was down-regulated, and dimethylglycine (FDR = 0.0406) and 4-hydroxyproline (FDR = 0.0433) were up-regulated. The present study provided new data concerning the consequences of depression on plasma polar metabolites before and after the establishment of menopause. The results demonstrated that the postmenopausal condition presented more alterations than the premenopausal period and may indicate future measures to treat the disturbances involved in both menopause and depression.