Major depression is one of the most common psychiatric disorders worldwide, usually associated with anxiety. The multi-etiological nature of depression has increased the search for new antidepressant molecules, including irisin, for which, in a previous study, we tested its effect in young mice when administered intraperitoneally in a long-term intermittent manner. Here, we evaluated the effect of subcutaneous short-term irisin administration (100 µg/Kg/day/5 days) in male and female mice subjected to behavioral paradigms: Tail Suspension Test (TST), Forced Swim Test (FST), Elevated Plus Maze (EPM), and Y Maze (YM). Moreover, a qRT-PCR assay was performed to analyze the impact of irisin treatment on Pgc-1α/FNDC5 expression in the brain. A significant reduction in immobility time in TST and FST was observed in irisin-treated mice. Furthermore, irisin treatment significantly increased the number of entries and time spent in open arms, demonstrating its anxiolytic effect. Memory-enhancing effects were not reported in YM. Interestingly, no gender differences were observed in all behavioral tests. Overall, these results suggest that short-term subcutaneous irisin administration can exert an antidepressant and anxiolytic role, probably due to the activation of the Pgc-1α/FNDC5 system in the brain. Further investigation could lead to the identification of irisin as a new agent for the treatment of psychiatric disorders.