Probiotic supplementation has been identified as a potential target to reduce inflammatory mediators associated with obesity. Therefore, this study assessed the effect of probiotic Lacticaseibacillus rhamnosus LB1.5 on anxiety-like behavior, gene expression in the prefrontal cortex, and neuroinflammation in the cerebral cortex and hippocampus of male mice fed a high-fat diet. Mice aged 21 days were divided into four groups: control (CONT), control plus probiotic (CONT + PROB), high-fat diet (HFD), and high-fat diet plus probiotic (HFD + PROB), and fed for 13 weeks. The probiotic Lact. rhamnosus 1.5 (3.1 × 108 CFU/mL, derived from raw buffalo milk) was administered by gavage three times a week. Probiotic supplementation provided an anxiolytic effect in CONT and HFD. The IL-6 showed lower levels after probiotic supplementation in the HFD. Regarding immunoreactivity for GFAP in the cerebral cortex, we demonstrated that animals HFD-fed had a reduction in cells number compared to CONT. In the hippocampus, we found an interaction between diet and supplementation, as well as an effect of probiotic supplementation. A higher number of Th positive cells was observed in the cerebral cortex in mice fed HFD. Lact. rhamnosus LB1.5 supplementation decreased serum IL-6 levels in HFD-fed mice and promoted a reduction in anxiety-like behavior.