Avoidance susceptibility may constitute a vulnerability to develop anxiety disorders, and Wistar-Kyoto (WKY) rats exhibit unique features in their acquisition of avoidance behavior that appear to promote susceptibility to this form of learning, namely the absence of the commonly observed "warm-up" effect. The present study sought to determine if strain differences in acquired avoidance behavior, between WKY and Sprague Dawley rats, could be attributed to differences in dopamine-related plasticity, represented by extracellular signal-regulated kinase (ERK) activity, and prolonged neuronal activation, represented by ΔFosB accumulation, in three key areas of the brain: the medial prefrontal cortex (mPFC), dorsal striatum (DS), and basolateral amygdala (BLA). Consistent with earlier work, WKY rats exhibited a higher level of asymptotic performance of avoidance behavior, which included an absence of warm-up in the first few trials of later training sessions, and they exhibited more non-reinforced anticipatory responses in the single minute prior to the initiation of the first warning signal presentation of each training session. In the brain, phosyphorylated ERK2 (pERK2) activation was higher in avoidance trained rats in both the mPFC and DS, although the difference in DS was mostly observed in WKY rats. Avoidance-training was associated with higher levels of ΔFosB expression in the mPFC of SD rats, but not WKY rats. The strain differences in pERK2 activation in the DS and ΔFosB levels in the mPFC may underlie the strain-specific differences observed in warm-up, the emission of non-reinforced anticipatory responses, and general differences in asymptotic performance of active avoidance behavior. The mPFC and DS require further study as potential neural targets for understanding avoidance susceptibility and, as a result, anxiety vulnerability.