Abnormalities in serum cholesterol levels of patients with mood disorders have been identified in epidemiological studies. However, evidence for an influence of dietary cholesterol on behavioral models is poor. Here, we investigated the behavioral changes of Wistar male rats fed a 2% cholesterol-enriched diet for 2 months in experimental models of depression and anxiety, such as the forced swim test (FST) paradigm and the novelty-induced grooming sampling test (NGT). The correlation between behavioral depression and impaired cognitive capacity was also examined testing rats in the Morris water maze (MWM) task one day after the FST. Different groups of rats fed various dietary regimens, were subjected to acute or repeated treatment (14 days) with clomipramine hydrochloride (50 or 25 mg/kg), diazepam (1 mg/kg) or with the peripheral benzodiazepine receptors (PBRs) antagonist, isoquinoline PK11195 (1 mg/kg) injected intraperitoneally (i.p.). Rats fed the cholesterol-enriched diet showed a significant decrease of grooming score in the NGT and of immobility time in the FST in comparison to animals fed a standard diet. Furthermore, the anxiolytic and antidepressant effects of diazepam and clomipramine were not affected by the different diets. Only after repeated treatment, PK11195 impaired the performance of animals fed a standard diet in the FST, and exhibited an anxiolytic-like profile in animals fed either the cholesterol-enriched or the standard diet. The improved performance in the FST was followed by a better learning performance in the acquisition phase of the MWM. These results suggest that effects of cholesterol-enriched diet on the behavioral reaction of rats in experimental models of mild stress may involve PBRs. They deserve attention in order to clarify the clinical correlation between plasma cholesterol levels and mood disorders in humans.