Allopregnanolone (3alpha-hydroxy-5alpha-pregnane-20-one) is a ring-A-reduced metabolite of progesterone, which is naturally produced during the luteal phase of the menstrual cycle, during pregnancy and by stressful events. The steroid hormone inhibits neural functions through increased chloride ion flux through the GABA(A) receptor. The effects and subsequent withdrawal symptoms are similar to those caused by alcohol, benzodiazepines and barbiturates. This study examined the withdrawal effects of progesterone with regards to the influence of individual baseline exploration and risk taking. Rats were tested on the elevated plus maze (EPM) before hormonal treatment, in order to evaluate differences in risk taking and exploration of open and elevated areas. Treatment consisted of ten consecutive once a day progesterone or vehicle s.c. injections. On the last day of treatment, estradiol was injected in addition to progesterone, followed by a 24-h withdrawal before testing in the open field test (OF). Progesterone-treated rats showed a withdrawal effect of open area avoidance in the OF. The vehicle-treated control rats showed strong correlations between the EPM and OF parameters. This relationship was not found for the progesterone group at withdrawal. Rats with greater numbers of open arm entrance in the EPM pretest showed an increased sensitivity to progesterone withdrawal (PWD) compared to rats with low exploration and risk taking. The results indicate that the effects of PWD relate to individual exploration and risk taking. Furthermore, the possible analogy of PWD and PMS/PMDD in relation to individual traits is discussed.