Stress has been reported as a widespread problem and several studies have linked obesity and inflammation-related diseases. Moreover, the combination of suffering from chronic stress and high energy intake might be related to the onset of some metabolic diseases. To study the possible relationships between stress, inflammatory status and obesity, a chronic-mild stress (CMS) paradigm with a high-fat dietary intake model (Cafeteria diet) was implemented on male Wistar rats for 11 weeks. Stress and dietary intake effects on animal adiposity, serum biochemical as well as glucocorticoids and inflammation markers were all analyzed. As expected, consuming a high-fat diet increased body weight, adiposity and insulin resistance in non-stressed animals. A decrease of total white adipose tissue (WAT) and an increase of fecal glucocorticoids, as well as angiotensinogen, and monocyte chemoattractant protein-1 (MCP-1) expression level in retroperitoneal WAT were found only on control-stressed rats. Regarding the serum MCP-1, a decrease was observed on animals under CMS while being fed Cafeteria diet. Furthermore, 11β-hydroxysteroid dehydrogenase activity, a glucocorticoid and obesity biomarker in the liver, was influenced by high-fat diet intake but not by stress. Finally, statistical analysis showed a strong relation between MCP-1 expression levels in retroperitoneal WAT, fecal corticosterone and total WAT. This trial proved that CMS induced a glucocorticoid-mediated response, which was reduced by the intake of a Cafeteria diet. These findings suggest that a high-fat diet could protect against a stress condition and revealed a different behavior to a stressful environment depending on the nutritional status.