Stress-induced depression and anxiety (DA) are closely connected to gastrointestinal inflammation and dysbiosis, which can suppress brain-derived neurotrophic factor (BDNF) in the brain. Herein, we isolated the BDNF expression-inducing probioticsLactobacillus caseiHY2782 andBifidobacterium lactisHY8002 in lipopolysaccharide-stimulated SH-SY5Y cells. Then, we investigated the effects of HY2782, HY8002, anti-inflammatory L-theanine, and their supplement (PfS, probiotics-fermented L-theanine-containing supplement) on DA in mice exposed to restraint stress (RS) or the fecal microbiota of patients with inflammatory bowel disease and depression (FMd). Oral administration of HY2782, HY8002, or L-theanine alleviated RS-induced DA-like behaviors. They also decreased RS-induced hippocampal interleukin (IL)-1β and IL-6 levels, as well as NF-κB-positive cell numbers, blood corticosterone level, and colonic IL-1β and IL-6 levels and NF-κB-positive cell numbers. L-theanine more potently suppressed DA-like behaviors and inflammation-related marker levels than probiotics. However, these probiotics more potently increased RS-suppressed hippocampal BDNF level and BDNF+NeuN+cell numbers than L-theanine. Furthermore, HY2782 and HY8002 suppressed RS-increasedProteobacteriaandVerrucomicrobiapopulations in gut microbiota. In particular, they increasedLachnospiraceaeandLactobacillaceasepopulations, which are closely positively associated with hippocampal BDNF expression, and suppressedSutterellaceae,Helicobacteriaceae,Akkermansiaceae, andEnterobacteriaceaepopulations, which are closely positively associated with hippocampal IL-1β expression. HY2782 and HY8002 potently alleviated FMd-induced DA-like behaviors and increased FMd-suppressed BDNF, serotonin levels, and BDNF-positive neuronal cell numbers in the brain. They alleviated blood corticosterone level and colonic IL-1β α and IL-6 levels. However, L-theanine weakly, but not significantly, alleviated FMd-induced DA-like behaviors and gut inflammation. BDNF expression-inducing probiotic (HY2782, HY8002,Streptococcus thermophilus, andLactobacillus acidophilus)-fermented and anti-inflammatory L-theanine-containing supplement PfS alleviated DA-like behaviors, inflammation-related biomarker levels, and gut dysbiosis more than probiotics or L-theanine. Based on these findings, a combination of BDNF expression-inducing probiotics with anti-inflammatory L-theanine may additively or synergistically alleviate DA and gut dysbiosis by regulating gut microbiota-mediated inflammation and BDNF expression, thereby being beneficial for DA.