Caffeine is widely consumed in beverages and food, and its consumption in high doses is associated with anxiety increase. Stress situations are often associated to coffee consumption, and have a strong influence on oxidative DNA damage. As there are sex-specific differences in many metabolic, neurochemical and behavioral aspects, the aim of this study is to verify the interaction between chronic consumption of caffeine and chronic stress on anxiety and DNA breaks in the hippocampus on male and female rats. Wistar rats were submitted to restraint stress for at least 50 days. The diet consisted of standard rat chow and caffeine 0.3 or 1 g/L in drinking water "ad libitum" as the only drinking source. Controls received tap water. Anxiety-like behavior and DNA breaks in the hippocampus were evaluated. Caffeine consumption and chronic stress increased anxiety-like behavior as well as DNA breaks in the hippocampus of male rats. No effect on these parameters was observed in females. These results may be related to the presence of estradiol, which may have anxiolytic and neuroprotective properties.