Objective This study aimed to investigate the effects of 4-week high-intensity interval training (HIIT) on synaptic plasticity in the prefrontal cortex (PFC) of rats exposed to chronic unpredictable mild stress (CUMS), and to explore its potential mechanisms. Methods A total of 48 male Sprague-Dawley rats were randomly divided into 4 groups: control (C), model (M), control plus HIIT (HC), and model plus HIIT (HM). Rats in groups M and HM underwent 8 weeks of CUMS to establish depression-like behaviors, while groups HC and HM received HIIT intervention beginning from the 5th week for 4 consecutive weeks. The HIIT protocol consisted of repeated intervals of 3 min at high speed (85%–90% maximal training speed, Smax) alternated with one minute at low speed (50%–55% Smax), with 3 to 5 sets per session, conducted 5 d per week. Behavioral assessments and tail-vein blood lactate levels were measured at the end of the 4th and 8th weeks. After the intervention, rat PFC tissues were collected for Golgi staining to analyze synaptic morphology. Enzyme-linked immunosorbent assays (ELISA) were employed to detect brain-derived neurotrophic factor (BDNF), monocarboxylate transporter 1 (MCT1), lactate, and glutamate levels in the PFC, as well as serotonin (5-HT) levels in serum. Additionally, Western blot analysis was conducted to quantify the expression of synaptic plasticity-related proteins, including c-Fos, activity-regulated cytoskeleton-associated protein (Arc), and N-methyl-D-aspartate receptor 1 (NMDAR1). Results Compared to the control group (C), the CUMS-exposed rats (group M) exhibited significant reductions in sucrose preference rates, number of grid crossings, frequency of upright postures, and entries into and duration spent in open arms of the elevated plus maze, indicating marked depressive-like behaviors. Additionally, the group M showed significantly reduced dendritic spine density in the PFC, along with elevated levels of c-Fos, Arc, NMDAR1 protein expression, and increased concentrations of lactate and glutamate. Conversely, BDNF and MCT1 contents in the PFC and 5-HT levels in serum were significantly decreased. Following HIIT intervention, rats in the group HM displayed considerable improvement in behavioral indicators compared with the group M, accompanied by significant elevations in PFC MCT1 and lactate concentrations. Furthermore, HIIT notably normalized the expression levels of c-Fos, Arc, NMDAR1, as well as glutamate and BDNF contents in the PFC. Synaptic spine density also exhibited significant recovery. Conclusion Four weeks of HIIT intervention may alleviate depressive-like behaviors in CUMS rats by increasing lactate levels and reducing glutamate concentration in the prefrontal cortex (PFC), thereby downregulating the overexpression of NMDAR, attenuating excitotoxicity, and enhancing synaptic plasticity.