Anxiety is prevalent in asthma, and is associated with disease severity and poor quality of life. However, no study to date provides direct experimental evidence for the effect of allergic inflammation on the structure and function of medial prefrontal cortex (mPFC) and amygdala, which are essential regions for modulating anxiety and its behavioral expression. We assessed the impact of ovalbumin (OVA)-induced allergic inflammation on the appearance of anxiety-like behavior, mPFC and amygdala volumes using MRI, and the mPFC-amygdala circuit activity in sensitized rats. Our findings exhibited that the OVA challenge in sensitized rats induced anxiety-like behavior, and led to more activated microglia and astrocytes in the mPFC and amygdala. We also found a negative correlation between anxiety-like behavior and amygdala volume. Moreover, OVA challenge in sensitized rats was associated with increases in mPFC and amygdala activity, elevation of amygdala delta-gamma coupling, and the enhancement of functional connectivity within mPFC-amygdala circuit – accompanied by an inverted direction of information transferred from the amygdala to the mPFC. We indicated that disrupting the dynamic interactions of the mPFC-amygdala circuit may contribute to the induction of anxiety-related behaviors with asthma. These findings could provide new insight to clarify the underlying mechanisms of allergic inflammation-induced psychiatric disorders related to asthma.