This study investigated whether the central injection of substance P (SP) promotes differential behavioral [elevated plus-maze (EPM), open-field and hole-board tests] or immunological effects [peripheral blood lymphocyte subsets and nitric oxide (NO) produced by macrophages] in male and female mice. The percentage of time spent on open arms was significantly reduced by SP treatment in female (87%) and male mice (68%). A similar effect was observed in the percentage of entries into open arms (55% and 30%, respectively), as well as in the head-dipping parameter (63% and 27%, respectively), suggesting that SP promoted an anxiogenic-like profile in both sexes, which are detectable only in the plus-maze test. Female mice showed a significant decrease (20%) in the absolute number of lymphocytes and leukocytes comparing with control group and male SP-treated animals (4% of reduction), although only SP-treated males presented an increase (100%) in NO production by macrophages. Thus, our data showed no apparent statistical difference on the anxiogenic-like profile of action induced by SP between female and male mice; notwithstanding, SP, depending on the immune parameter evaluated, differentially influenced both sexes. The implications of these findings, as well as the putative participation of proinflammatory cytokines in this phenomenon, are discussed.