Endonuclease G (EndoG) has been largely related with a role in the modulation of a caspase-independent cell death pathway in many cellular systems. However, whether this protein plays a specific role in the brain remains to be elucidated. Here we have characterized the behavioral phenotype of EndoG^−/− null mice and the expression of the nuclease among brain regions. EndoG^−/− mice showed normal neurological function, learning, motor coordination and spontaneous behaviors. However, these animals displayed lower activity in a running wheel and, strikingly, they were consistently less anxious compared to EndoG^+/+ mice in different tests for anxiety such as plus maze and dark–light test. We next evaluated the expression of EndoG in different brain regions of wild type mice and found that it was expressed in all over but specially enriched in the striatum. Further, subcellular biochemical experiments in neocortical samples from wild type mice revealed that EndoG is localized in pre-synaptic compartments but not in post-synaptic compartments. Altogether these findings suggest that EndoG could play a highly specific role in the regulation of anxiety by modulating synaptic components.