Benzodiazepines (BDZs) are anxiolytic drugs that impair memory acquisition. Previous studies using the plus-maze discriminative avoidance task (PMDAT, which assesses memory and anxiety concomitantly) indicated that the effects of BDZs on anxiety and acquisition are related to each other. The possible influence of the anxiolytic action of BDZs on their effects on memory retrieval and extinction are poorly understood. This is relevant considering the relationship between aversive memories and anxiety disorders. We designed a modified protocol of PMDAT that evaluates anxiety during retrieval and extinction of the task. Male Wistar rats were trained in the PMDAT (plus-maze with two open and two enclosed arms) using a standard or a modified protocol. In the standard protocol, the aversive stimuli were presented in one of the enclosed arms during training, and the animal had free access to the whole apparatus. In the modified protocol, the open arms were blocked with glass walls. Twenty-four hours after training, the animals subjected to each of the protocols were treated with saline or 2.0 mg/kg of diazepam (DZP) 30 min before the test. There was a third session in the maze (retest) 24 h after the test. During the test, DZP impaired and improved retrieval in rats that had been trained in the standard and the modified protocol when compared to the respective saline-treated groups. In addition, treatment with DZP prior to the test induced anxiolysis, but only in the animals that were not pre-exposed to the open arms of the apparatus (modified protocol). In these animals, DZP impaired extinction, which was evaluated during retest session. The impairing effect of DZP on extinction seems to be related to its anxiolytic action during the test (extinction learning). Further, we suggest that aversive memory retrieval depends on both the treatment and the arousal elicited by exposure to the apparatus.