Aggression causes major health and social problems and constitutes a central problem in several psychiatric disorders. There is a close relationship between the display of aggression and stress coping strategies. In order to gain more insight into biochemical pathways associated with aggression and stress coping, we assessed behavioral and neurobiological responses in two genetically selected rodent models, namely wild house mice selectively bred for a short (SAL) and long (LAL) attack latency and Wistar rats bred for high (HAB) or low (LAB) anxiety-related behavior. Compared to their line counterparts, the SAL mice and the LAB rats display a high level of intermale aggression associated with a proactive coping style. Both the SAL mice and the LAB rats show a reduced hypothalamic-pituitary-adrenal (HPA) axis response to non-social stressors. However, when exposed to social stressors (resident-intruder, sensory contact), SAL mice show an attenuated HPA response, whereas LAB rats show an elevated HPA response. In both rodent lines, the display of aggression is associated with high neuronal activation in the central amygdala, but reduced neuronal activation in the lateral septum. Furthermore, in the lateral septum, SAL mice have a reduced vasopressinergic fiber network, and LAB rats show a decreased vasopressin release during the display of aggression. Moreover, the two lines show several indications of an increased serotonergic neurotransmission. The relevance of these findings in relation to high aggression and stress coping is discussed. In conclusion, exploring neurobiological systems in animals sharing relevant behavioral characteristics might be a useful approach to identify general mechanisms of action, which in turn can improve our understanding of specific behavioral symptoms in human psychiatric disorders.