Neuropeptide S (NPS) has been recently identified as the endogenous ligand of a previously orphan G-protein-coupled receptor now named NPSR. Both NPS and its receptor are expressed in the brain, where they modulate different functions. In particular, it has been demonstrated that intracerebroventricular (i.c.v.) injection of NPS in rodents increases wakefulness and promotes anxiolytic-like effects. In the present study we used the defensive burying (DB) test in rats to further investigate the action of human NPS (0.1–10 nmol, i.c.v.) on anxiety-related behaviors. Diazepam (1.5 mg/kg, i.p.) and caffeine (20 mg/kg, i.p.) were used in parallel experiments as standard anxiolytic and anxiogenic drugs, respectively. None of the tested drugs produced statistical differences in the latency to contact the probe, burying behavior latency, number of shocks received or immobility/freezing duration. Caffeine increased cumulative burying behavior and the buried bedding height in a statistically significant manner thus promoting anxiogenic like effects. Opposite results were obtained with diazepam that significantly reduced these behavioral parameters. The anxiolytic-like action of diazepam was mimicked by NPS that reduced cumulative burying behavior in a dose dependent manner. Collectively, robust anxiolytic-like effects were recorded in response to NPS in the DB test. These results are of particular interest since the outcome of this assay is marginally influenced by drug effects on locomotor activity. In conclusion, we provide further evidence that NPS evokes genuine anxiolytic-like effects in the rat; therefore NPSR selective agonists are worthy of development as innovative drugs for the treatment of anxiety disorders.