Medium-chain triglycerides (MCT) are emerging as unique dietary supplements that are potentially relevant for the amelioration of brain dysfunctions. MCT are converted into ketones and free medium chain fatty acids that, in the brain, are highly effective energy sources to mitochondria and potentially less harmful than glucose metabolism to neurons. Given the recently established link between mitochondrial dysfunction and high anxiety and depression, we performed this study to investigate the effectiveness of an MCT-enriched diet to ameliorate anxiety- and depression-related behaviors in rats. Male rats were distributed into groups, according to their anxiety-like behaviors in the elevated plus maze. Each group was given either MCT-supplemented diet or an isocaloric control diet for fifteen days. Starting from the eighth day of diet, rats were exposed to different behavioral tests. MCT-fed rats exhibited reduced anxiety-like behaviors and enhanced social competitiveness, while their coping responses in the forced swim test were not affected by the treatment. When evaluated at the end of the two-week MCT diet, mitochondrial respiration was reduced in the medial prefrontal cortex (mPFC) while unchanged in the nucleus accumbens. In the mPFC, enzymes related to glycolysis and oxidative phosphorylation were also decreased by MCT diet, while proteins controlling glucose and glutamate transport were increased. Altogether, our findings strongly suggest the effectiveness of MCT diet to exert anxiolytic effects. In the brain, our results point to the mPFC as a brain region in which MCT supplementation improves transport and control of energy substrates.