Diabetics are twice as likely to have depression. It's normal to have long periods of sadness and anxiety. Pioglitazone has important role in the inflammatory response, which suggests that it might have the associated anti-depressant effects being manifested by its anti-depressant profile which needs further exploration. Monitoring changes in behavioral and neurochemical profile of pioglitazone in a dose-dependent manner was the purpose of this study. Pioglitazone was injected to rats at the doses of 0mg/kg, 2.5mg/kg, 5mg/kg and 10mg/kg. Behavioral activities in open field, Skinner's box and elevated plus maze were monitored 20, 35 and 45 minutes respectively after pioglitazone injection. whole brain samples were collected following decapitation of rats one-hour after injection. Samples were kept at -70ºC till HPLC-EC analysis for neurochemical profile. Results show anxiogenic and sedative effects of pioglitazone at all three doses as indicated by Skinner's box, elevated plus maze activity and open field. Also there was an overall decreased dopamine metabolism and increased serotonin turnover. This suggests that diabetic patients using pioglitazone as a therapeutic option, may experience more potent effects of CNS depressants. Findings may help in extending therapeutics in diabetic patients suffering from anxiety and/or depression.