This study aimed at investigating the relationship between anxiety-like and depressive-like behaviour in mice. Therefore, we assessed the behaviour of mice from eight different strains (FVB/NA, BALB/c, C57BL/6, DBA/2, 129/Sv, C3H/He, CBA and BA) confronted first to anxiety models (the elevated plus-maze and the free exploratory test) and then to tests of depressive-like behaviours (forced swim test and unpredictable subchronic mild stress). In the forced swim test, mice from the DBA/2, the BA and the C3H/He strains displayed higher immobility than mice from the 129/Sv, the BALB/c, the C57BL/6 and the CBA strains. In the subchronic mild stress, mice from the C57BL/6 and the CBA strains displayed low sensitivity when compared with mice from all the others strains. A stepwise multiple regression analysis suggests that behaviour in the elevated plus-maze is associated with the time of immobility in the forced swim test (20%) and with the susceptibility to the unpredictable subchronic stress procedure (31%). The behaviour in the free exploratory paradigm is slightly associated with behaviours in the two tests of depression. These results suggest that anxiety may be a factor contributing, among others, to the susceptibility to depressive-like behaviours.