Although the high prevalence of anxiety in obesity increasingly emerges as significant risk factor for related severe health complications, the underlying pathophysiological mechanisms remain poorly understood. Considering that chronic inflammation is a key component of obesity and is well known to impact brain function and emotional behavior, we hypothesized that it may similarly contribute to the development of obesity-related anxiety. This hypothesis was experimentally tested by measuring whether chronic food restriction, a procedure known to reduce inflammation, or chronic anti-inflammatory treatment with ibuprofen improved anxiety-like behavior and concomitantly decreased peripheral and/or hippocampal inflammation characterizing a model of severe obesity, the db/db mice. In both experiments, reduced anxiety-like behaviors in the open-field and/or elevated plus-maze were selectively associated with decreased hippocampal tumor necrosis factor-α (TNF-α) mRNA expression. Highlighting the causality of both events, chronic central infusion of the TNF-α blocker etanercept was then shown to be sufficient to improve anxiety-like behavior in db/db mice. Lastly, by measuring the impact of ex-vivo etanercept on hippocampal synaptic processes underlying anxiety-like behaviors, we showed that the anxiolytic effect of central TNF-α blockade likely involved modulation of synaptic transmission within the ventral hippocampus. Altogether, these results uphold the role of brain TNF-α in mediating obesity-related anxiety and provide important clues about how it may modulate brain function and behavior. They may therefore help to introduce novel therapeutic strategies to reduce anxiety associated with inflammatory conditions.