Caffeine is the psychostimulant most consumed worldwide but concerns arise about the growing intake of caffeine-containing drinks by adolescents since the effects of caffeine on cognitive functions and neurochemical aspects of late brain maturation during adolescence are poorly known. We now studied the behavioral impact in adolescent male rats of regular caffeine intake at low (0.1 mg/mL), moderate (0.3 mg/mL) and moderate/high (1.0 mg/mL) doses only during their active period (from 7:00 P.M. to 7:00 A.M.). All tested doses of caffeine were devoid of effects on locomotor activity, but triggered anxiogenic effects. Caffeine (0.3 and 1 mg/mL) improved the performance in the object recognition task, but the higher dose of caffeine (1.0 mg/mL) decreased the habituation to an open-field arena, suggesting impaired non-associative memory. All tested doses of caffeine decreased the density of glial fibrillary acidic protein and synaptosomal-associated protein-25, but failed to modify neuron-specific nuclear protein immunoreactivity in the hippocampus and cerebral cortex. Caffeine (0.3–1 mg/mL) increased the density of brain-derived neurotrophic factor (BDNF) and proBDNF density as well as adenosine A1 receptor density in the hippocampus, whereas the higher dose of caffeine (1 mg/mL) increased the density of proBDNF and BDNF and decreased A1 receptor density in the cerebral cortex. These findings document an impact of caffeine consumption in adolescent rats with a dual impact on anxiety and recognition memory, associated with changes in BDNF levels and decreases of astrocytic and nerve terminal markers without overt neuronal damage in hippocampal and cortical regions.