Depression is a serious psychiatric disorder with high prevalence, and the delayed onset of antidepressant effects remains a limitation in the treatment of depression. This study aimed to screen essential oils that have the potential for rapid-acting antidepressant development. PC12 and BV2 cells were used to identify essential oils with neuroprotective effects at doses of 0.1 and 1 µg/mL. The resulting candidates were treated intranasally (25 mg/kg) to ICR mice, followed by a tail suspension test (TST) and an elevated plus maze (EPM) after 30 min. In each effective essential oil, five main compounds were computationally analyzed, targeting glutamate receptor subunits. As a result, 19 essential oils significantly abolished corticosterone (CORT)-induced cell death and lactate dehydrogenase (LDH) leakage, and 13 reduced lipopolysaccharide (LPS)-induced tumor necrosis factor alpha (TNF-α) and interleukin 6 (IL-6). From in vivo experiments, six essential oils decreased the immobility time of mice in the TST, in whichChrysanthemum morifoliumRamat. andMyristica fragransHoutt. also increased time and entries into the open arms of the EPM. Four compounds including atractylon, α-curcumene, α-farnesene, and selina-4(14),7(11)-dien-8-one had an affinity toward GluN1, GluN2B, and Glu2A receptor subunits surpassed that of the reference compound ketamine. Overall,Atractylodes lancea(Thunb.) DC andChrysanthemum morifoliumRamat essential oils are worthy of further research for fast-acting antidepressants through interactions with glutamate receptors, and their main compounds (atractylon, α-curcumene, α-farnesene, and selina-4(14),7(11)-dien-8-one) are predicted to underlie the fast-acting effect.