Caffeine is the most widely used psychoactive substance in the world and it is generally believed that it promotes beneficial effects on cognitive performance. However, there is also evidence suggesting that caffeine has inhibitory effects on learning and memory. Considering that caffeine may have anxiogenic effects, thus changing the emotional state of the subjects, state-dependent learning may play a role in caffeine-induced cognitive alterations. Mice were administered 20 mg/kg caffeine before training and/or before testing both in the plus-maze discriminative avoidance task (an animal model that concomitantly evaluates learning, memory, anxiety-like behaviour and general activity) and in the inhibitory avoidance task, a classic paradigm for evaluating memory in rodents. Pre-training caffeine administration did not modify learning, but produced an anxiogenic effect and impaired memory retention. While pre-test administration of caffeine did not modify retrieval on its own, the pre-test administration counteracted the memory deficit induced by the pre-training caffeine injection in both the plus-maze discriminative and inhibitory avoidance tasks. Our data demonstrate that caffeine-induced memory deficits are critically related to state-dependent learning, reinforcing the importance of considering the participation of state-dependency on the interpretation of the cognitive effects of caffeine. The possible participation of caffeine-induced anxiety alterations in state-dependent memory deficits is discussed.