Epidemiological data suggest that body mass index and obesity are strong risk factors for depression and anxiety. However, it is difficult to separate cause from effect, as predisposition to obesity may enhance susceptibility to anxiety, or vice versa. Here, we examined the effect of diet and obesity on anxiety-like behaviors in male and female selectively bred obesity-prone and obesity-resistant rats, and outbred Sprague-Dawley rats. We found that when obesity-prone and obesity-resistant rats do not differ in weight or fat mass, measures of anxiety-like behavior in the elevated plus maze and open field are similar between the two groups. However, once weight and fat mass diverge, group differences emerge, with greater anxiety in obesity-prone relative to obesity-resistant rats. This same pattern was observed for males and females. Interestingly, even when obesity-resistant rats were "forced" to gain fat mass comparable to obesity-prone rats (via prolonged access to 60% high-fat diet), anxiety-like behaviors did not differ from lean chow fed controls. In addition, a positive correlation between anxiety-like behaviors and adiposity were observed in male but not in female obesity-prone rats. Finally, diet-induced weight gain in and of itself was not sufficient to increase measures of anxiety in outbred male rats. Together, these data suggest that interactions between susceptibility to obesity and physiological alterations accompanying weight gain may contribute to the development of enhanced anxiety.