The chronic mild stress (CMS) protocol is widely used to evoke depressive-like behaviours in laboratory rats. The aim of the present study was to examine the effects of chronic stress on cognitive performance. About 70% of rats exposed to 7 weeks of chronic mild stress showed a gradual reduction in consumption of a sucrose solution, indicating an anhedonic-like state. The remaining rats did not reduce their sucrose intake, but appeared resilient to the stress-induced effects on sucrose intake. Cognitive profiling of the CMS rats revealed that chronic stress had a negative effect on performance in the spontaneous alternation test, possibly reflecting a deficit in working memory. This effect was independent of whether the stressed rats were anhedonic-like or stress-resilient as measured by their sucrose intake. CMS did not influence performance in passive avoidance and auditory cued fear conditioning, however, in rats displaying an anhedonic-like profile, CMS increased freezing behaviour in contextual fear conditioning.