Prenatal exposure to high-fat diet (HFD) might predispose offspring to develop metabolic and mental disorders later in life. Insight into the molecular and behavioral consequences of maternal HFD on offspring is sparse but may involve both neuroinflammation and a dysregulated neuroendocrine stress axis. Thus, the aim of this work was to: (i) investigate the influence of maternal HFD on memory, anxiety and depression-like behavior in adult offspring and (ii) identify possible biological biomarkers related to neuroinflammation and stress responses. Seven-week-old, female Sprague-Dawley rats received a control diet or a HFD eight weeks prior to conception and during gestation and lactation. We investigated the phenotype of the offspring in the in elevated plus maze, forced swim test, novel object recognition and open field test. Furthermore, hippocampal gene expression related to neuroinflammation and the stress axis was quantitated by real-time qPCR. We found that maternal HFD led to an anxiogenic offspring phenotype in the elevated plus maze, independent of sex. This behavioral alteration was accompanied by significantly higher mRNA levels of the hippocampal pro-inflammatory cytokine tumor necrosis factor-alpha (TNF-α) mRNA and monocyte-chemoattractant protein-1 (MCP-1), both of which correlated with degree of behavioral change. Maternal exposure to HFD increased the offspring's levels of hippocampal, corticosteroid releasing hormone receptor 2 (CRHR2) and kynurenine mono oxygenase (KMO) mRNA, whereas kynurenine aminotransferase I (KAT1) mRNA levels were decreased. The present results suggest that neuroinflammatory and stress axis pathways in the hippocampus may contribute to anxiogenic effects of maternal HFD in offspring.