Identifying genes involved in anxiety is important to elucidate the mechanisms of anxiety disorders. Hatano high avoidance animals (HAA) and low avoidance animals (LAA) are inbred strains that are selected based on their performance in an active avoidance test. HAA shows a higher level of anxiety-like behavior than LAA. The present study focuses on the hippocampus, which is associated with anxiety-like behavior, and used microarray analysis and RT-qPCR to select genes with differential expression in the hippocampus between HAA and LAA (Experiment 1). The microarray analysis revealed differences in 498 gene expressions between HAA and LAA, of which 21 genes were ligand-receptor related in the nervous system. We selected nine genes based on p value and conducted RT-qPCR, which identified seven genes whose expressions were higher in LAA than in HAA. We focused on the gene, neuromedin U receptor 2 (Nmur2), which showed significantly different expression levels between HAA and LAA. Further, we conducted a behavioral test to evaluate anxiety levels by administering neuromedin U (NmU), an agonist for NmUR2, into the hippocampus (Experiment 2). NmU treatment did not affect the results of the open field test or the elevated plus maze test, which are unconditioned response models of anxiety. However, in the passive avoidance test, a conditioned response model of anxiety, the NmU group showed less anxiety-like behavior than the control group. This is the first study to show that NmU suppresses the conditioned response model of anxiety via the hippocampus, indicating that NmUR2 in the hippocampus may be involved in anxiety-like behavior.