Objective: To investigate the mechanism by which 4-week high-intensity interval training (HIIT) regulates skeletal muscle UPRmt and improves mitochondrial function in chronic unpredictable mild stress (CUMS) rats. Method: 8-week-old Sprague Dawley rats were randomly divided into control group (C group), model group (M group), exercise+control group (HC group), and exercise+model group (HM group). The M group and HM group received an 8-week CUMS to establish a depression model, while the HC group and HM group received a 4-week, 5-day HIIT intervention. The exercise regimen consisted of 3-minute high-speed (85-90% Smax) combined with 1-minute low-speed (50-55% Smax) uninterrupted repetitive training (with Smax set as the maximum training speed). The behavioral changes of rats were evaluated in weeks 4 and 8. Tissue samples were taken 24 hours after the last behavioral test, and the ultrastructure of rat skeletal muscle mitochondria was detected by transmission electron microscopy. ATP and ROS content were measured by Elisa, and the protein expression levels of ATF4, ATF5, CHOP, and HSP60 were detected by Western blot. Result: (1) Compared with group C, the body weight, number of crossing grids, number of upright positions, sugar water preference rate, and ATP content of rats in group M were significantly decreased (P<0.01), while the number of damaged mitochondria, ROS content, ATF4, ATF5, CHOP, and HSP60 protein expression were significantly increased (P<0.01); (2) After 4 weeks of HIIT intervention, compared with group C, the ATP content, ATF4, and ATF5 protein expression in HC group rats were significantly increased (P<0.05, P<0.01); compared with group M, the number of crossing grids, number of upright positions, sugar water preference rate, ATP content, and ATF4 protein expression in HM group rats were significantly increased (P<0.01), while the number of damaged mitochondria, ROS content, ATF5, CHOP, and HSP60 protein expression were significantly decreased (P<0.01, P<0.05); (3) After 4 weeks of HIIT intervention, the number of crossing grids and damaged mitochondria in CUMS rats were positively correlated with ATF4 protein expression, ROS content and CHOP protein expression, damaged mitochondrial number, and ATF5 protein expression. Related, with statistical significance (r>0.75,P<0.01；r>0.75,P<0.05); The number of crossing grids was negatively correlated with CHOP and HSP60 protein expression, the number of upright positions was negatively correlated with ATF5 and HSP60 protein expression, and the sugar water preference rate was negatively correlated with CHOP and HSP60 protein expression, with statistical significance (r<0.75, P<0.05). Conclusion: 4-week HIIT intervention can improve mitochondrial dysfunction and alleviate depressive like behavior in CUMS rats by regulating skeletal muscle UPRm.