β2-microglobulin (B2M), the light chain of major histocompatibility complex class I (MHC I) molecules, has been found to impair hippocampal neurogenesis. Based on the crucial role of hippocampal neurogenesis disturbance in the process of depression and anxiety, the aim of the present study is to investigate whether B2M leads to depressive- and anxiety-like behaviors. We found that 6 days after intracerebroventricular injection with B2M (0.3 μg), the immobility times of rats in the tail suspension test and the forced swimming test were increased, the swimming and climbing time in the forced swimming test was decreased, and the latency to feed in the novelty-suppressed feeding test was increased, indicating that B2M induces depressive-like behaviors. In addition, in the elevated plus maze test, B2M-treated rats displayed obvious decline in the number of entries into and the proportion of time spent in the open arm, while the number of total arm entries was no change, which indicated that B2M induces anxiety-like behaviors. Our present findings suggest that target B2M might represent a novel approach for treatment of depression and anxiety.