The aim of the present study was to evaluate whether neonatal exposure to lipopolysaccharide (LPS; 50 µg/kg, i.p., on postnatal day 2) induces depressive-and/or anxiety-like effects and sexually dimorphic responses in rats challenged with LPS (100 µg/kg, i.p.) in adulthood. The results revealed that males presented a less depressive state in the forced swim test and exhibited no changes in general motor activity in the open field test. Females exhibited an increase in sickness behavior, revealing different behavioral strategies in response to a bacterial disease. The male rats also exhibited higher cell proliferation, reflected by bone marrow and peripheral blood counts, and female rats exhibited a decrease in corticosterone levels. No changes were observed in the elevated plus maze or peripheral cytokine levels (interleukin-1β and tumor necrosis factor-α). Neonatal exposure to LPS induced sexually dimorphic behavioral, neuroendocrine, and immune effects after an LPS challenge in adulthood, differentially affecting male and female susceptibility to disease later in life.