Convergent lines of evidence indicate a striking correlation between olfactory deficits and depressive symptoms. However, the effectiveness of intranasal treatment of antidepressant or other neurotrophic agents remains poorly understanding. Here in this study, we created depression mouse model and explored the antidepressant effects of GLP-1 analog lixisenatide (LXT) with intranasal treatment. Consecutive intranasal treatment of LXT remarkably reduced the depressive and anxiety behaviors. Meanwhile, it also improved the olfactory memory and olfactory sensitivity. Immunofluorescent analysis demonstrated the LXT improved the adult neurogenesis in olfactory system and hippocampus. Inhibition of adult neurogenesis with TMZ caused the compromised effects of LXT in improving emotional and olfactory functions, suggesting the vital role of adult neurogenesis in LXT induced depression therapeutic effects. Treatment of LXT resulted in the increased phosphorylation of CREB protein in hippocampal tissue, indicating CREB plays important roles in antidepressant effects of LXT intranasal treatment. Inhibiting CREB with chemical approach decreased effects of LXT in reserving depression induced emotional and olfactory functions. In conclusion, our study suggests intranasal treatment of LXT could be a potential antidepressant to improve the olfactory functions as well as the emotional behaviors.