Anxiety and depressive disorders are closely associated; however, the pathophysiology of these disorders remains poorly understood. Further exploration of the mechanisms involved in anxiety and depression such as the stress response may provide new knowledge that will contribute to our understanding of these disorders. Fifty-eight 8–12-week-old C57BL6 mice were separated into experimental groups by sex as follows: male controls (n= 14), male restraint stress (n= 14), female controls (n= 15) and female restraint stress (n= 15). These mice were taken through a 4-week randomised chronic restraint stress protocol, and their behaviour, as well as tryptophan metabolism and synaptic proteins, were measured in the prefrontal cortex and hippocampus. Adrenal catecholamine regulation was also measured. The female mice showed greater anxiety-like behaviour than their male counterparts. Tryptophan metabolism was unaffected by stress, but some basal sex characteristics were noted. Synaptic proteins were reduced in the hippocampus in stressed females but increased in the prefrontal cortex of all female mice. These changes were not found in any males. Finally, the stressed female mice showed increased catecholamine biosynthesis capability, but this effect was not found in males. Future studies in animal models should consider these sex differences when evaluating mechanisms related to chronic stress and depression.