ABSTRACT Background Anxiety is an adaptive response to potentially threatening conditions. Excessive and uncontrolled anxiety responses become nonadaptive and cause anxiety disorders. To better understand the anxiety-modulating effects of Mg sulfate, behavioral test batteries in the assessment of anxiety and learning and memory functions were performed simultaneously over a time period. This study also examines the effects of Mg sulfate compared to diazepam, an anxiolytic drug with amnestic effects on anxiety-like behavior, as well as possible oxidative-nitrosative stress and hippocampal changes in male rats exposed to predator odor. Methods Young adult Sprague-Dawley male rats were used. The rats were assessed using a comprehensive neurobehavioral test battery consisting of novel object recognition, open field, and successive alleys tasks. Anxiety was induced by cat odor, and diazepam and Mg were used as study drugs. Of the frontal cortex and hippocampus, the state of total oxidant and antioxidant and NO levels and histological examination of hippocampal CA1, CA2, CA3, and DG regions were performed. Results Diazepam- and Mg-treated rats showed an improvement in anxiety-related behavior to predator odors. Furthermore, Mg treatment alleviated some of the increasing oxidative stress in the frontal cortex and hippocampus of rats, while diazepam treatment in particular enhanced hippocampal oxidant and antioxidant activity. In addition, brain NO increase induced by animal odor exposure or diazepam treatment was ameliorated by Mg administration. Conclusions Overall, our work suggests that Mg had a partial anxiolytic effect on anxiety-like behaviors, although not as much as diazepam, and this effect varied depending on the dose. Mg treatment might counteract increased oxidative stress and elevated NO levels in the brain.