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Systemic lupus erythematosus (SLE), a complex multigenic disease, is characterized by hypergammaglobulinemia, autoantibody production and immune complex-type lupus nephritis. In addition to these signs and symptoms in SLE, there can be symptoms of neurological disorders, including anxiety. To clarify mechanisms governing the anxiety seen in lupus, we carried out genome-wide scans, and found that the region including interferon-α (IFN-α) on NZB chromosome 4 is significantly linked to the anxiety-like behavior seen in SLE-prone New Zealand Black (NZB)×New Zealand White (NZW) F1 (B/W F1) mice. This finding was confirmed by anxiety-like performances of mice with heterozygous NZB/NZW alleles in the susceptibility region onto the NZW background. In B/W F1 mice, neuronal IFN-α levels were elevated, and blockade of the µ1 opioid receptor or corticotropin-releasing hormone receptor 1, possible downstream effectors for IFN-α in the brain partially overcame the anxiety-like behavior seen in the B/W F1 mice. Consistently, neuronal corticotropin-releasing hormone levels were higher in B/W F1 than NZW mice. Furthermore, pretreatment of µ1 opioid receptor antagonist abolished anxiety-like behaviour seen in IFN-α-treated NZW mice. Anxiety is shown to be mediated by multiple mediators. Our data suggest that a genetically determined endogenous excess amount of IFN-α in the brain may form one aspect of anxiety-like behavior seen in SLE-prone mice.