The molecular mechanisms underlying multi-brain region origins and sexual dimorphism of anxiety remain unclear. Here, we leverage large-scale transcriptomics from seven brain regions in mouse models of anxiety and extensive experiments to dissect brain-region- and sex-specific gene networks. We identify 4,840 genes with sex-specific expression alterations across seven brain regions, organized into ten network modules with sex-biased expression patterns. Modular analysis prioritizes 86 sex-specific mediators of anxiety susceptibility, including myocyte-specific enhancer factor 2c (Mef2c) in the CA3 region of male mice. Mef2c expression is decreased in the pyramidal neurons (PyNs) of susceptible male mice. Up-regulating Mef2c in CA3 PyNs significantly alleviates anxiety-like behavior, whereas down-regulating Mef2c induces anxiety-like behavior in male mice. The anxiolytic effect of Mef2c up-regulation is associated with enhanced neuronal excitability and synaptic transmission. In summary, this study uncovers brain-region- and sex-specific networks and identifies Mef2c in CA3 PyNs as a critical mediator of anxiety in male mice.