Excessive consumption of added sugars has been associated with psychiatric disorders such as stress, anxiety, and depression, especially in women. The aim of this study was to evaluate the effect of natural sweeteners on stress, anxiety, and depression behaviors and physiological effects in C57BL/6 female mice (n = 72). Agave syrup (AS), monk fruit (MF), glycyrrhizin (GLY), xylitol (XYL), and allulose (AL) were administered in the drinking water for 20 weeks. The intake of food and drink, and body weight of the mice was evaluated weekly. Moreover, forced swimming, tail suspension, elevated maze tests, morphometric analyses, organ weight/body weight index estimation, leukocyte count and granulocytes/leukocytes (G/L), and plasma glucose levels were performed at the end of the experimental trial. According to the results, all sweeteners increased weight gain (p < 0.01) but not food and drink intakes or glucose levels. The consumption of AS, MF, XYL, and AL decreased the symptoms of depression, while the consumption of AS, GLY, XYL, and AL increased the signs of anxiety (p < 0.001). In leukocyte count, all sweeteners caused changes compared to the control group (CON) (p < 0.0001). Organ weights, lengths, and G/L ratio showed significant reductions for all sweeteners except GLY. In conclusion, the consumption of natural sweeteners in female mice triggers alterations in behavioral disorders and other physiological responses.