Brain metabolites of progesterone such as tetrahydroprogesterone (THP) act on GABAA receptors and have anxiolytic properties. The formation of THP and its 5 alpha-reduced precursor, dihydroprogesterone (DHP) was measured in vitro in various microdissected brain areas obtained from males of two psychogenetically selected rat lines, i.e. the Roman High-(RHA/Verh) and low-(RLA/Verh) Avoidance rats, which are known to differ in emotional reactivity and/or anxiety. The behavioural and neuroendocrine responses of these rats were also measured following exposure to a novel environment in two different test situations. The formation of DHP and THP was found to be significantly higher in the frontal cortex (FCX), and DHP in the bed nucleus of the stria terminalis (BST), of the hypoemotional RHA/Verh rats. In addition, enzymatic activity in the FCX was found to be inversely correlated with behavioural measures of anxiety. These results suggest that individual, possibly genetically-determined differences in brain production of endogenous anxiolytics derived from progesterone may account at least in part for the behavioural differences characterizing these two lines, and provide further evidence that neurosteroids acting on the GABAergic system may play an important role in modulating physiological and/or behavioural responses to environmental stressors.