Anxiety and depression are considered as stress-related disorders, which present considerable sex differentiation. In animal models of anxiety and depression sex differences have been described and linked to the sexually dimorphic hypothalamus-pituitary-adrenals (HPA) axis. The present study aimed to adjust corticosterone, the main HPA axis stress hormone, in male and female adrenalectomized rats with oral (25 μg/ml) corticosterone replacement (ADXR). Subsequently we investigated the behavioral performance of ADXR rats in the open field, light/dark and forced swim test (FST). Male ADXR rats showed less anxiety-like behavior when compared to sham-operated controls, despite adequate corticosterone replacement. They further showed increased swimming and reduced climbing behavior in the FST, while immobility duration did not differ from sham-operated males. On the contrary, adrenalectomy and corticosterone replacement did not have significant effects on the female behavioral response. Females were generally more active and presented less anxiety-like behavior than males, while they exhibited higher depressive-like symptomatology in the FST. ADXR affected behavioral responses predominantly in males, which in turn modified sex differences in the behavioral profile. Females in proestrous and estrous did not differ from females in diestrous and methestrous in any measured behavioral response. Present results suggest that the male and not the female behavioral responses in models of anxiety and depression were mainly affected by ADXR. These findings may play a significant role in explaining the differential coping strategy of the two sexes in response to stressful experiences. This article is part of a Special Issue entitled 'Anxiety and Depression'.