Increased anxiety is co-morbid with human immunodeficiency virus (HIV) infection. Actions of the neurotoxic HIV-1 regulatory protein, Tat, may contribute to affective dysfunction. We hypothesized that Tat expression would increase anxiety-like behavior of female GT-tg bigenic mice that express HIV-1 Tat protein in the brain in a doxycycline-dependent manner. Furthermore, given reports that HIV-induced anxiety may occur at lower rates among women, and that the neurotoxic effects of Tat are ameliorated by sex steroids in vitro, we hypothesized that 17β-estradiol and/or progesterone would ameliorate Tat-induced anxiety-like effects. Among naturally-cycling proestrous and diestrous mice, Tat-induction via 7 days of doxycycline treatment significantly increased anxiety-like responding in an open field, elevated plus maze and a marble-burying task, compared to treatment with saline. Proestrous mice demonstrated less anxiety-like behavior than diestrous mice in the open field and elevated plus maze, but these effects did not significantly interact with Tat-induction. Among ovariectomized mice, doxycycline-induced Tat protein significantly increased anxiety-like behavior in an elevated plus maze and a marble burying task compared to saline-treated mice, but not an open field (where anxiety-like responding was already maximal). Co-administration of progesterone (4 mg/kg), but not 17β-estradiol (0.09 mg/kg), with doxycycline significantly ameliorated anxiety-like responding in the elevated plus maze and marble burying tasks. When administered together, 17β-estradiol partially antagonized the protective effects of progesterone on Tat-induced anxiety-like behavior. These findings support evidence of steroid-protection over HIV-1 proteins, and extend them by demonstrating the protective capacity of progesterone on Tat-induced anxiety-like behavior of ovariectomized female mice.