Marchigian Sardinian alcohol-preferring (msP) rats serve as a unique model of heightened alcohol preference and anxiety disorders. Their innate enhanced stress and poor stress-coping strategies are driven by a genetic polymorphism of the corticotropin-releasing factor receptor 1 (CRF1) in brain areas involved in glucocorticoid signaling. The activation of glucocorticoid receptors (GRs) regulates the stress response, making GRs a candidate target to treat stress and anxiety. Here, we examined whether mifepristone, a GR antagonist known to reduce alcohol drinking in dependent rats, decreases innate symptoms of anxiety in msPs. Male and female msPs were compared to non-selected Wistar counterparts across three separate behavioral tests. We assessed anxiety-like behavior via the novelty-induced hypophagia (NIH) assay. Since sleep disturbances and hyperarousal are common features of stress-related disorders, we measured sleeping patterns using the comprehensive lab monitoring system (CLAMS) and stress sensitivity using acoustic startle measures. Rats received an acute administration of vehicle or mifepristone (60 mg/kg) 90 min prior to testing on NIH, acoustic startle response, and CLAMS. Our results revealed that both male and female msPs display greater anxiety-like behaviors as well as enhanced acoustic startle responses compared to Wistar counterparts. Male msPs also displayed reduced sleeping bout duration versus Wistars, and female msPs displayed greater acoustic startle responses versus male msPs. Importantly, the enhanced anxiety-like behavior and startle responses were not reduced by mifepristone. Together, these findings suggest that increased expression of stress-related behaviors in msPs are not solely mediated by acute activation of GRs.