Obesity and stress-related psychiatric disorders are frequently comorbid. However, our understanding of the relationship between diet, everyday life stress and psychiatric disorders is limited. Although the ability of stress to increase the likelihood to develop obesity and its comorbidities in a feed-forward loop has been studied there is a dearth of studies especially at the behavioural level investigating the feedback hypothesis, that is, the consequences of high-fat diet consumption on chronic stress-induced alterations. The effects of unpredictable chronic psychosocial stress on anxiety-like behaviour in the light-dark box, depressive-like behaviour in the forced swim test, hedonic behaviour in the female urine sniffing test and social avoidance in the social interaction test were investigated in a mouse model of diet-induced obesity. Changes in plasma levels of leptin, insulin and corticosterone were also assessed. A clear dissociation in behaviours was observed in mice subjected to diet-induced obesity coupled with chronic stress, with anxiety- and depressive-like behaviour observed in mice on a low- but not on a high-fat diet exposed to chronic social stress. On the other hand, social avoidance and anhedonic behaviour was present following stress independent of diet. Moreover, the effect of chronic stress in lowering leptin levels was most apparent in mice on a high-fat diet. Plasma insulin levels however where only decreased in mice on high- but not low-fat diet. In conclusion, long-term exposure to high-fat diet selectively and robustly protects against some of the behavioural sequelae of chronic unpredictable social stressors. These data show that there is a clear discrimination in the nature of stress-induced behavioural effects sensitive to protection by high-fat diet. Moreover, these results illustrate the strong influence of dietary components on stress-induced psychological factors and thereby emphasize the importance of the brain-gut-axis as a point of future therapeutic intervention.