Smokers, who generally present with lung damage, are more anxious than non-smokers and have an associated augmented risk of panic. Considering that lung damage signals specific neural pathways that are related to affective responses, the aim of the present study was to evaluate the influence of pulmonary injury on anxiety and panic-like behaviours in animals exposed to cigarette smoke with and without tobacco. Male Wistar rats were divided into the following groups: a control group (CG); a regular cigarette group (RC); and a tobacco-free cigarette (TFC) group. Animals were exposed to twelve cigarettes per day for eight consecutive days. The animals were then exposed to an elevated T-maze and an open field. The RC and TFC groups presented increases in inflammatory cell inflow, antioxidant enzyme activity, and TBARS levels, and a decrease in the GSH/GSSG ratio was observed in the TFC group. Exposure to RC smoke reduced anxiety and panic-related behaviours. On the other hand, TFC induced anxiety and panic-related behaviours. Thus, our results contradict the concept that nicotine is solely accountable for shifted behavioural patterns caused by smoking, in that exposure to TFC smoke causes anxiety and panic-related behaviours.