A large discrepancy in the possibility of inducing social stress in the two genders exists. Since generalizations of findings from one sex to the other appear not to be valid, reliable models of social stress in females are needed. We examined the effects of social context in the housing environment, as a possible source of stress, on exploration and anxiety in male and female mice, taking into account the estrous phase for females and the social status for males as additional variables. Mice housed individually or with siblings were tested in a free-exploratory paradigm of anxiety (where test animals have a choice to stay in their home cage or to explore an open field, OF). Individually housed females did not leave their home cage for long periods, explored less the unfamiliar area and displayed higher risk assessment, a behavioral profile suggestive of lower propensity for exploration and higher level of anxiety compared with group-housed females. Individually housed males tended to show an opposite profile. Proestrus mice were less sensitive to the decrease of exploratory propensity induced by individually housing compared to estrus and diestrus mice. Social dominants and social subordinates in sibling groups did not differ in their exploratory responses to the OF. Different housing procedures, as means to provide different social environment, may differentially induce mild social stress in male and female mice.