Chemokines and their receptors are key regulators of immune cell trafficking and activation. Recent findings suggest that they may also play pathophysiological roles in psychiatric diseases like depression and anxiety disorders. The CC chemokine receptor 4 (CCR4) and its two ligands, CCL17 and CCL22, are functionally involved in neuroinflammation as well as anti-infectious and autoimmune responses. However, their influence on behavior remains unknown. Here we characterized the functional role of the CCR4-CCL17 chemokine-receptor axis in the modulation of anxiety-related behavior, locomotor activity, and object exploration and recognition. Additionally, we investigated social exploration of CCR4 and CCL17 knockout mice and wild type (WT) controls. CCR4 knockout (CCR4−/−) mice exhibited fewer anxiety-related behaviors in the elevated plus-maze, diminished locomotor activity, exploratory behavior, and social exploration, while their recognition memory was not affected. In contrast, CCL17 deficient mice did not show an altered behavior compared to WT mice regarding locomotor activity, anxiety-related behavior, social exploration, and object recognition memory. In the dark-light and object recognition tests, CCL17−/− mice even covered longer distances than WT mice. These data demonstrate a mechanistic or developmental role of CCR4 in the regulation of locomotor and exploratory behaviors, whereas the ligand CCL17 appears not to be involved in the behaviors measured here. Thus, either CCL17 and the alternative ligand CCL22 may be redundant, or CCL22 is the main activator of CCR4 in these processes. Taken together, these findings contribute to the growing evidence regarding the involvement of chemokines and their receptors in the regulation of behavior.