Major depression in negative mood is presumably induced by chronic stress with lack of reward. However, most individuals who experience chronic stress demonstrate resilience. Molecular mechanisms underlying stress‐ induced depression versus resilience remain unknown, which are investigated in brain reward circuits. Mice were treated by chronic unpredictable mild stress (CUMS) for 4 weeks. The tests of sucrose preference, Y‐maze, and forced swimming were used to identify depression‐like emotion behavior or resilience. High‐throughput sequencing was used to analyze mRNA and miRNA quantity in the nucleus accumbens (NAc) harvested from the mice in the groups of control, CUMS‐induced depression (CUMS‐MDD), and CUMS‐resistance to identify molecular profiles of CUMS‐MDD versus CUMS‐resilience. In data analyses and comparison among three groups, 1.5‐fold ratio in reads per kilo‐base per million reads (RPKM) was set to judge involvements of mRNA and miRNA in CUMS, MDD, or resilience. The downregulations of serotonergic/dopaminergic synapses, MAPK/calcium signaling pathways, and morphine addiction as well as the upregulations of cAMP/PI3K‐Akt signaling pathways and amino acid metabolism are associated with CUMS‐MDD. The downregulations of chemokine signaling pathway, synaptic vesicle cycle, and nicotine addiction as well as the upregulations of calcium signaling pathway and tyrosine metabolism are associated with CUMS‐resilience. The impairments of serotonergic/dopaminergic synapses and PI3K‐Akt/MAPK signaling pathways in the NAc are associated with depression. The upregulation of these entities is associated with resilience. Consistent results from analyzing mRNA/miRNA and using different methods validate our finding and conclusion.