The use of essential oils is common throughout the world, and clarification of their detailed effects and pharmaceutical potencies is necessary. Additionally, detailed information regarding the pharmacokinetics of essential oils is needed. In this report, GC-MS analysis was used to observe the tissue distribution of the multiple components of Alpinia zerumbet (Pers.) B.L. Burtt. et Sm. Anxiety-related behavior was evaluated by the light and dark box test (LD), open field test (OF), and elevated plus maze test (EPM). GC-MS quantification of the major components of A. zerumbet essential oil (AZEO) (alpha-pinene, p-cymene, 1,8-cineole, and limonene) was almost identical using either the injection or headspace injection method. All the behavioral assessments indicated that inhalation of AZEO had a positive anxiolytic effect. This was especially evident in the EPM (time spent in the open arms), where anxiolytic effects were clearly observed (P < 0.05). Alpha-Pinene accumulated in the brain at almost the same rate as in the liver. However, the oil components chiefly accumulated in the kidney. Therefore, the essential oil component in the largest proportion will not necessarily be distributed to organs throughout the body in the same quantities and/or ratios. It is necessary to consider tissue distribution for investigating the effects of essential oil inhalation.