Citrus fragrances have been used in aromatherapy for the treatment of anxiety, and the essential oil of Citrus sinensis (sweet orange) has shown promising results, although its mechanism of action was not known. The objective of this study was to evaluate the involvement of nitric oxide (NO) neurotransmission in the anxiolytic-like effect of C. sinensis essential oil. Swiss male mice were submitted to 15 min of C. sinensis essential oil inhalation (1%, 2.5%, 5%, and 10%) and tested in the marble-burying test, neophobia-induced hypophagia, and light/dark test. Locomotor activity was evaluated in an automated locomotor activity box. The coadministration of C. sinensis essential oil with L-arginine (200 mg/kg, i.p.), an NO precursor, was used for the behavioral evaluation of nitrergic system mediation. Additionally, the NO synthase activity was measured by nicotinamide adenine dinucleotide phosphate diaphorase (NADPH-d) analysis in the cerebral cortex. C. sinensis essential oil exerted anxiolytic-like effect at dose that did not change locomotor activity. Moreover, L-arginine pretreatment prevented this anxiolytic-like effect on marble-burying test. Finally, C. sinensis essential oil reduced the NADPH-d positive cells. Thus, the nitrergic neurotransmission plays a relevant role in the anxiolytic-like effect C. sinensis essential oil.