Binge alcohol consumption and alcohol use disorders (AUD) are prevalent, and there is comorbidity with depression and anxiety. Potential underlying mechanisms include neurophysiological, genetic, and metabolic changes resulting from alcohol exposure. Mood and anxiety disorders are more common among women, but whether females are more susceptible to binge-induced oxidative stress and co-occurring anxiety and depression-like behaviors remains unknown. Here, we used a repeated, weekly binge alcohol paradigm in male and female rats to investigate sex differences in despair and anxiety-like behaviors and brain oxidative stress parameters. A single binge alcohol exposure significantly elevated glutathione (GSH) levels in prefrontal cortex (PFC) of both male and female animals. This was accompanied by increased lipid peroxidation in PFC of both sexes. Repeated (once weekly) binge exposure induced changes in anxiety- and depression-like behaviors in both males and females and increased GSH level in the PFC without detectable oxidative damage. Our findings suggest that repeated binge alcohol exposure influences affect regardless of sex and in the absence of membrane damage.