It has been reported that the degree of anxiety-like behavior differs between inbred strains of mice, and that this phenomenon was linked to the expression levels of the oxidative stress-related genes glyoxalase 1 (Glo1) and glutathione reductase 1 (Gsr) in the brain. Therefore, we investigated whether antioxidative activity in the brain affects the Glo1 and Gsr mRNA expressions and strain-dependent anxiety-like behavior using mice fed different amounts of vitamin E. First, we measured brain Glo1 and Gsr mRNA levels and evaluated the anxiety-like behaviors presented by C57BL/6J (B6) and DBA/2C (D2) mice. We demonstrated that D2 mice presented both significantly elevated Glo1 and Gsr mRNA levels as well as more prominent anxiety-like behavior in elevated plus-maze and open field tests. Next, we fed mice from these two strains either a control, vitamin E-free, or vitamin E-supplemented diet for four weeks. Plasma, liver, and brain α-tocopherol concentrations changed in a dose-dependent manner. However, neither brain Glo1 and Gsr mRNA levels nor anxiety-like behavior were affected by dietary vitamin E intake. These results demonstrated that while strain-dependent anxiety-like behavior in mice was related to oxidative stress-related gene expression, the regulatory mechanisms for these genes and anxiety-like behaviors were independent of antioxidative activity in the brain. Strain-dependent differences of the anxiety in mice are probably related to the anxiolytic effects of methylglyoxal, a substrate for Glo1 and Gsr.