A growing body of evidence implicates the endocannabinoid (eCB) system in the pathophysiology of depression. The aim of this study was to investigate the influence of changes in the eCB system, such as levels of neuromodulators, eCB synthesizing and degrading enzymes, and cannabinoid (CB) receptors, in different brain structures in animal models of depression using behavioral and biochemical analyses. Both models used, i.e., bulbectomized (OBX) and Wistar Kyoto (WKY) rats, were characterized at the behavioral level by increased immobility time. In the OBX rats, anandamide (AEA) levels were decreased in the prefrontal cortex, hippocampus, and striatum and increased in the nucleus accumbens, while 2-arachidonoylglycerol (2-AG) levels were increased in the prefrontal cortex and decreased in the nucleus accumbens with parallel changes in the expression of eCB metabolizing enzymes in several structures. It was also observed that CB1 receptor expression decreased in the hippocampus, dorsal striatum, and nucleus accumbens, and CB2 receptor expression decreased in the prefrontal cortex and hippocampus. In WKY rats, the levels of eCBs were reduced in the prefrontal cortex (2-AG) and dorsal striatum (AEA) and increased in the prefrontal cortex (AEA) with different changes in the expression of eCB metabolizing enzymes, while the CB1 receptor density was increased in several brain regions. These findings suggest that dysregulation in the eCB system is implicated in the pathogenesis of depression, although neurochemical changes were linked to the particular brain structure and the factor inducing depression (surgical removal of the olfactory bulbs vs. genetic modulation).