Outbred Sprague-Dawley rats exhibit considerable heterogeneity within a population when evaluated for a variety of biologic functions, such as dietary fat intake, alcohol preference, and expression of anxiety. To understand the neuroendocrine basis for depression and anxiety, we routinely assess outbred rats for behavioral despair (Porsolt's test), anxiety (elevated plus-maze), and urinary excretion of a variety of hormones. In one such study, we observed a significant correlation (r2 = 0.337; n = 30; p < 0.01) between the level of anxiety and the degree of behavioral despair. Within the above population, two distinct subgroups emerged: one with high anxiety and the other with low anxiety. We next evaluated the effect of dehydroepiandrosterone (DHEA), an anxiolytic neurosteroid, on the despair response in the two groups of rats. Treatment of high-anxiety rats with DHEA significantly diminished behavioral despair. In contrast, DHEA did not affect behavioral despair in low-anxiety rats. In conclusion, the results presented here show DHEA to be effective as an antidespair agent in rats with both high anxiety and despair.