BACKGROUND: Major depressive disorder is one of the main causes of disability worldwide, but its etiopathology remains largely unknown, although several hypotheses have been proposed. Recent studies suggest a potential role for matrix metalloproteinase 9 (MMP-9) in depression, as it is overexpressed in the plasma of depressed patients and normalizes following chronic antidepressant treatment. This study aimed to characterize anxiety and depression-like behaviors in transgenic MMP-9 mice, as well as the expression of different neuroplasticity markers associated with depression, in both sexes. METHODS: In this study, we characterized the behavioral phenotypes of both MMP-9 knockout and MMP-9-overexpressing male and female mice. Here, we used a battery of tests to assess anxiety (open field, light‒dark box, elevated plus maze, and novelty‒suppressed feeding tests), depressive-like (tail suspension and social interaction tests), and cognitive (T-maze) behaviors. RESULTS: MMP-9 knockout female mice displayed increased innate anxiety (open field test), decreased behavioral despair (tail suspension test). Compared with control mice, female MMP-9 knockout mice presented increased levels of different neuroplasticity markers in the hippocampus. With respect to MMP-9-overexpressing mice, females presented decreased innate anxiety (elevated plus maze). Male MMP-9-overexpressing mice presented greater conflict-based anxiety (novelty-suppressed feeding test) than control mice did. CONCLUSIONS: MMP-9 activity modifies anxiety- and depression-like behaviors, as well as neuroplasticity markers, in female but not in male mice. These findings reinforce the sex differences in the etiopathology of depression.