Disrupted circadian rhythms are strictly associated with mood disorders. The suprachiasmatic nucleus (SCN) is the master pacemaker that drives circadian rhythms in mammals. However, the underlying molecular connections of circadian rhythm and mood disorders are still poorly understood. Prokineticin 2 (PK2) is a signaling molecule that is critical for transmitting the circadian rhythms from the SCN. Previously, it is has been shown that the receptor for PK2 is expressed in virtually all of the primary SCN target areas, most of which are also involved in the mood regulation. In the current study, we investigated the role of PK2 in the regulation of anxiety and depression-related behaviors. Intracerebroventricular (ICV) infusion of PK2 increased anxiety-like behavior as assessed by light-dark box. ICV delivery of PK2 also led to increased depression-like behavior in the forced swimming test. Conversely, mice lacking the PK2 gene (PK2(-/-) mice) displayed significantly reduced anxiety and depression-like behaviors. Furthermore, PK2(-/-) mice showed impaired responses to new environments in terms of locomotor activity, arousal, body temperature, and food intake. Our studies, thus, indicate that PK2 signaling plays a critical role in the stress-related traits in mice, and establish a possible molecular link between circadian rhythms and mood regulation.