To understand the behavioral consequences of intermittent anticipatory stress resulting from threats without accompanying physiological challenges, we developed a semi-naturalistic rodent housing and foraging environment that can include threats that are unpredictable in timing. Behavior is automatically recorded while rats forage for food or water. Over three weeks, the threats have been shown to elicit risk assessment behaviors, increase defensive burying and increase adrenal gland weight. To identify brain regions activated by this manipulation, we measured cytochrome c oxidase (COX), which is tightly coupled to neural activity. Adolescent male Sprague–Dawley rats were randomly assigned to control (CT) or unpredictable threat/stress (ST) housing conditions consisting of two tub cages, one with food and another with water, separated by a tunnel. Over three weeks (P31–P52), the ST group received randomly timed (probability of 0.25), simultaneous presentations of ferret odor, an abrupt light, and sound at the center of the tunnel. The ST group had consistently fewer tunnel crossings than the CT group, but similar body weights. Group differences in COX activity were detected in regions implicated in the control of defensive burying. There was an increase in COX activity in the hypothalamic premammillary dorsal nucleus (PMD) and lateral septum (LS), whereas a decrease was observed in the periaqueductal gray (PAG) and CA3 region of the hippocampus. There were no significant differences in the anterior cingulate cortex, prefrontal cortex, striatum or motor cortex. The sites with changes in metabolic capacity are candidates for the sites of plasticity that may underlie the behavioral adaptations to intermittent threats.