The Roman high- (RHA) and low-avoidance (RLA) rats were bidirectionally selected and bred for, respectively, their rapid vs. extremely poor acquisition in the two-way active avoidance task. Consistent between-strain neurobehavioural differences have been found in anxiety- and stress-linked traits, as well as in schizophrenia-related phenotypes. RLAs display enhanced anxious- and stress-related phenotypes, whereas RHA rats show impulsivity, hyperactivity and attention/cognition-related impairments. Many of these typical behavioural phenotypes have been reported to be positively modulated by environmental treatments such as neonatal handling (NH). However, most studies on the Roman rat strains have been carried out in males. Thus, the present study for the first time focused on the joint evaluation of differences in novel object exploration (NOE), social interaction (SI), prepulse inhibition of the startle response (PPI), and cognitive performance and flexibility in various spatial tasks (using the Morris water maze, MWM) in females of both Roman rat strains. We also aimed at evaluating the long-lasting effects of NH treatment on the RHA vs. RLA profiles in these tests/tasks. Results show that anxiety-related behavior, as measured by the NOE test and self-grooming in the SI test, was increased in RLA rats, and dramatically reduced by NH. In the SI test RLA rats displayed diminished social interaction, which was rescued by NH. RHA females exhibited a deficit of PPI, which was not affected by NH. Spatial tasks in the MWM showed impairments of working memory, reference learning/memory and spatial reversal learning (i.e., cognitive flexibility) in RHA females. Spatial reference learning and cognitive flexibility (i.e., reversal task) showed some improvement in rats (mainly in RHAs) that had received NH during the first three weeks of life. With the exception of the SI test, the pattern of differences between female RHA vs. RLA profiles was overall consistent with what has previously been found in males of both strains, and NH treatment was able to enduringly improve some emotion-related and (spatial) cognitive outcomes in both strains.