Besides their known slow genomic effects, testosterone and estradiol have rapid effects in the brain. However, their impact on mood-related behavior is not clear. The aim of this study was to investigate the non-genomic pathway of testosterone and estradiol in the amygdala in relation to anxiety and depressive-like behavior. Sham-operated and gonadectomized male rats (GDX) supplemented with testosterone propionate, estradiol, or olive oil were used. Five minutes after administration, anxiety and depression-like behavior were tested. Estradiol increased anxiolytic behavior in the open-field test compared to the GDX group, but administration of testosterone had no significant effect. Besides, c-Fos expression in the medial nucleus of the amygdala significantly increased after testosterone treatment compared to the GDX group, while no significant difference was observed in the central and the basolateral nuclei of the amygdala in the testosterone-treated group compared to the GDX group. In conclusion, estradiol had an anxiolytic effect via a rapid pathway, but no rapid effect of testosterone on anxiety was found. Further studies elucidating whether the rapid effect is mediated by a non-genomic pathway are needed.