Animals show daily rhythms in most bodily functions, resulting from the integration of information from an endogenous circadian clock and external stimuli. These rhythms are adaptive and are expected to be related to activity patterns, i.e., to be opposite in diurnal and nocturnal species. Melatonin is secreted during the night in all mammalian species, regardless of their activity patterns. Consequently, in diurnal species the nocturnal secretion of melatonin is concurrent with the resting phase, whereas in nocturnal species it is related to an increase in activity. In this research, we examined in three diurnal and three nocturnal rodent species whether a daily rhythm in anxiety-like behavior exists; whether it differs between nocturnal and diurnal species; and how melatonin affects anxiety-like behavior in species with different activity patterns. Anxiety-like behavior levels were analyzed using the elevated plus-maze. We found a daily rhythm in anxiety-like behavior and a significant response to daytime melatonin administration in all three nocturnal species, which showed significantly lower levels of anxiety during the dark phase, and after melatonin administration. The diurnal species showed either an inverse pattern to that of the nocturnal species in anxiety-like behavior rhythm and in response to daytime melatonin injection, or no rhythm and, accordingly, no response to melatonin.