The neuropsychiatric symptoms of multiple sclerosis (MS), such as anxiety and depression, can result from disease activity itself as well as psychological reaction to an unfavorable diagnosis. Accordingly, the literature reports evidence of increased anxiety-like behavior in experimental autoimmune encephalomyelitis (EAE), an accepted MS model. Due to the recently described critical role of platelets in inflammation and autoimmune disease, we examined the relationship between platelets, inflammation, and anxiety-like behavior in EAE. In the elevated plus maze, EAE-induced C57BL/6J mice showed decreased time spent in the open arms relative to vehicle-only controls, demonstrating an increase in anxiety-like behavior. This effect occurred in the presence of platelet–neuron association, but absence of lymphocytic infiltration, in the hippocampal parenchyma. Platelet depletion at the pre-clinical disease stage, using antibody-mediated lysis prevented the EAE-induced increase in anxiety-like behavior, while no significant difference in distance moved was recorded. Furthermore, platelet depletion was also associated with reduction of the pro-inflammatory environment to control levels in the hippocampus and prevention of EAE disease symptomology. These studies demonstrate the high efficacy of a platelet-targeting approach in preventing anxiety-like symptoms and clinical manifestations of EAE and have implications for the treatment of neuropsychiatric symptoms in MS.