The present study examines gender-related issues in the development of animal models of depression and anxiety disorders. Three main issues are discussed: (1) gender differences in the prevalence, etiology, and responses to treatments of neuropsychiatric disorders. An extensive literature reports that mood disorders are more frequent in women compared with men but the great majority of basic research has focused on male rodents as animal models; (2) sex-differences in behavior reflect both organizational and activational effects of steroid hormones, and should be considered in the conceptual frame of the evolutionary theory of sexual selection; (3) animal models of anxiety and depression. Social stress appears to be a good model to induce anxiety-like and depression-like responses, but a large discrepancy in the possibility of inducing social stress in the two genders exists. Reliable models of social stress in females are needed. The effects of social context, as a possible source of stress, on exploration and anxiety in male and female mice were investigated by taking into account the natural history and social behavior of this species. Mice housed individually for 7 days or with siblings were tested in a free-exploratory paradigm of anxiety (where test animals have a choice to stay in their home cage or to explore an open field). Individually housed females showed lower propensity for exploration and a higher level of anxiety compared with group-housed females. Individually housed males tended to show an opposite profile. Animal models may contribute to elucidating some aspect of neuropsychiatric disorders, but they require consideration of the natural life of the animal species studied and of their social behavior in an evolutionary perspective.