Evidence supports the role of exercise training and probiotics on reducing obesity. Considering the relationship between obesity and high-fat diet with anxiety indices, the aim of this study was to assess the effect of probiotic supplementation and high-intensity interval training (HIIT) on anxiety-like behaviors, corticosterone and obesity indices in high-fat diet (HFD)-induced obesity mice. Thirty male adult C57BL/6 mice were randomly divided into five groups: (1) Control with normal diet (CON), (2) High-fat diet (HFD), (3) HFD + exercise training (HT), (4) HFD + probiotics supplement (HP) and (5) HFD + exercise training +probiotics (HTP). Exercise training consisted of 8 weeks of high-intensity interval training (HIIT) programs. Probiotics supplement included 0.2 mL Lactobacillus rhamnosus GG. Anxiety-like behaviors were measured by open field (OF) and Elevated plus maze (EPM). OF and EPM tests, visceral fat mass (VFM) measurement, and blood sampling for corticosterone were performed after the intervention. Bodyweight was measured at different stages during the intervention. HFD regime in C57BL/6 mice increased bodyweight, VFM, and serum corticosterone levels and anxiety-like behaviors (p < 0.05). HIIT, probiotic and their combination, decreased bodyweight, VFM, and serum corticosterone levels and improved anxiety-like behavior in the HFD mice (p < 0.05). The effect of a combination of HIIT and probiotic on most of the anxiety indices was more than each one separately (p < 0.5). HIIT and probiotic supplements separately or above all in combination, may have beneficial effects in reducing obesity and anxiety indices.