Deletion of the tryptophan 2,3-dioxygenase (TDO2) gene induces an anxiolytic-like behaviour in mice and TDO inhibition by allopurinol elicits an antidepressant-like effect in rats exposed to restraint stress. Chronic nicotine administration inhibits TDO activity, enhances brain serotonin synthesis and exerts anxiolytic- and antidepressant-like effects in rodent models. There is a strong association between anxiety, depression and tobacco use, which is stronger in women than in men. The present study aimed to examine the relationship between behavioural measures of anxiety and depression with liver TDO activity, brain tryptophan concentration and serotonin synthesis in rats treated chronically with nicotine. Behavioural measures included the elevated plus maze (EPM), open field (OFT) and forced swim (FST) tests. Biochemical measures included TDO activity, serum corticosterone and brain Trp, 5-HT and 5-HIAA concentrations. Anxiolytic-like and antidepressant-like effects of chronic nicotine were confirmed in association with TDO inhibition and elevation of brain Trp and 5-HT. Sex differences in behaviour were independent of the biochemical changes. At baseline, female rats performed better than males in OFT and FST. Nicotine was less anxiolytic in females in the open arm test. Nicotine treatment did not elicit different responses between sexes in the FST. Our findings support the notion that liver TDO activity exhibits a strong association with behavioural measures of anxiety and depression in experimental models, but provide little evidence for sex differences in behavioural response to nicotine. The TDO-anxiety link may be underpinned by kynurenine metabolites as well as serotonin.