Behavioral, hormonal and neuronal responses to prolonged exposure to the volatile components of essential oil (EO) extracted from citrus lemon were investigated in male and female rats. Animals were exposed to the lemon essence for 2 weeks while in their cage. Anxiety was then determined with the elevated plus-maze apparatus while nociception was evaluated with a phasic thermal pain stimulus (plantar test) and with a chemical pain stimulus (formalin test). At the end of the experimental sessions, brain areas were dissected to measure beta-endorphin (beta-EP) concentrations in the hypothalamus and periaqueductal gray matter (PAG). Blood samples were collected to determine corticosterone plasma levels. In both sexes, prolonged EO exposure decreased the time spent in the open arms of the plus-maze apparatus. EO-exposed males and females showed higher thermal nociceptive thresholds than controls when tested with the plantar test apparatus. EO exposure induced female-specific decreases in formalin-induced pain behaviors during the formalin test. beta-EP concentrations in the hypothalamus and PAG were affected by EO. Corticosterone was lower in EO-exposed animals of both sexes than in their controls. These results suggest that long-term exposure to lemon EO can induce significant, at times sex-specific, changes in neuronal circuits involved in anxiety and pain.