Background While men in the United States consume more alcohol than women, rates of drinking are converging. Nevertheless, females remain underrepresented in preclinical alcohol research. Here, we examined rats' sex‐related differences in patterns of ethanol (EtOH) drinking and the effects of this drinking on exploratory and anxiety‐like behavior. Methods Adult male and female Long‐Evans rats were given 20% ethanol under the intermittent‐access two‐bottle‐choice paradigm. Their intake was measured daily for the first 7 weeks. During the eighth week, intake was measured over the 24 h of daily access. During the ninth week, they, along with EtOH‐naive controls, were tested prior to daily access in a novel chamber, light–dark box, and hole board apparatus. During the tenth week, blood ethanol concentration (BEC) was assessed after 30 to 40 min of access. Results Females overall demonstrated higher ethanol intake and preference across all access weeks than males, although only half of females drank significantly more than males. Across 24 h of daily access, both sexes had their highest intake in the first 30 min and their lowest in the middle of the light phase of the light/dark cycle. Despite their greater ethanol intake, females did not show significantly different BECs than males. In behavioral tests, females showed less vertical time in a novel activity chamber, more movement between chambers in a light–dark box, and more nose pokes in a hole‐board apparatus than males. While a history of ethanol drinking led to a trend for lower vertical time in the activity chamber and greater chamber entries in the light–dark box, the effects were not sex‐dependent. Conclusions These results suggest that female and male rats could both be tested for acute effects of ethanol after 30 min of daily access, but that nuanced considerations are needed in the design of these experiments and the interpretation of their findings.