The present study aimed to evaluate the functional interaction between the dopaminergic and glutamatergic systems of the mediodorsal thalamus (MD), the ventral hippocampus (VH), and the prefrontal cortex (PFC) in nicotine-induced anxiogenic-like behaviors. Brain-derived neurotrophic factor (BDNF) level changes were measured in the targeted brain areas following the drug treatments. The percentage of time spent in the open arm (% OAT) and open arm entry (% OAE) were calculated in the elevated plus maze (EPM) to measure anxiety-related behaviors in adult male Wistar rats. Systemic administration of nicotine at a dose of 0.5 mg/kg induced an anxiogenic-like response associated with decreased BDNF levels in the hippocampus and the PFC. Intra-MD microinjection of apomorphine (0.1–0.3 μg/rat) induced an anxiogenic-like response, while apomorphine inhibited nicotine-induced anxiogenic-like behaviors associated with increased hippocampal and PFC BDNF expression levels. Interestingly, the blockade of the VH or the PFC NMDA receptors via the microinjection of D-AP5 (0.3–0.5 μg/rat) into the targeted sites reversed the inhibitory effect of apomorphine (0.5 μg/rat, intra-MD) on the nicotine response and led to the decrease of BDNF levels in the hippocampus and the PFC. Also, the microinjection of a higher dose of D-AP5 (0.5 μg/rat, intra-PFC) alone produced an anxiogenic effect. These findings suggest that the functional interaction between the MD dopaminergic D1/D2-like and the VH/PFC glutamatergic NMDA receptors may be partially involved in the anxiogenic-like effects of nicotine, likely via the alteration of BDNF levels in the hippocampus and the PFC.