Recent studies have underlined the impact of genetic factors in anxiety profiles. In this context, we have initiated a series of experiments aiming to select, among six inbred strains of rats, a pair of strains that contrasts the most in fear-related behaviours measured in the open field, the elevated plus-maze, the black and white box and the social interaction test. Significant interstrain differences were found for all behavioural measures. A factor analysis of all variables produced three independent factors explaining 85.1% of the total variance. Factor 1 had high loadings from variables related to the approach/avoidance towards aversive stimuli (e.g., center of the open field, open arms of the plus-maze and white compartment of the black/white box). Variables related to general activity in novel environments (e.g., total locomotion in the open field and closed-arm entries in the plus-maze) loaded highly on Factor 2. Defecation and time of social interaction loaded positively on Factor 3. To verify whether elevated plus-maze variables loading on Factor 1 were associated to anxiety, the effects of single doses of diazepam and pentylenetetrazole were examined in Lewis and SHR rats, i.e., the most contrasting strains regarding Factor 1. Variables with high loadings on this factor changed in opposite ways in response to diazepam and pentylenetetrazole treatments. This study suggests, thus, that Lewis and SHR strains may constitute a useful model for studying the neurobiological mechanisms underlying the interindividual differences in baseline levels of anxiety.