We previously reported that dietary vitamin E deficiency increased anxiety-like behavior in rats exposed to social isolation. Here, we performed a detailed investigation of this phenomenon and its underlying mechanism. First, we fed Wistar rats with vitamin E-free diet for 3 days, 1 week, or 2 weeks and found an increase in anxiety-like behavior after 1 and 2 weeks of vitamin E deficiency based on behavioral indicators. Next, we examined the effect of a control diet (150 mg all-racemic α-tocopherol acetate/kg) on anxiety-like behaviors in rats that received a 4- week vitamin E-free diet. We found that increased anxiety-like behavior was reversed to control levels after refeeding vitamin E for 7 days but not for 1 or 3 days. Further, anxiety-like behavior increased or decreased gradually based on the amount of vitamin E intake; however, it had a quicker progression than physical symptoms of vitamin E deficiency. Moreover, rats fed with excess vitamin E (500 mg all-racemic α-tocopherol/kg diet) showed less anxiety-like behavior than control rats, indicating that vitamin E supplementation is effective for preventing anxiety increase under social isolation stress. Since plasma corticosterone levels were higher in vitamin E deficient rats, we investigated the effect of adrenalectomy on anxiety-like behavior and found that adrenal hormones played an essential role in the increased anxiety-like behavior induced by vitamin E deficiency. In conclusion, increased anxiety-like behavior is a symptom that emerges earlier than physical vitamin E deficiency and is caused by adrenal hormone-dependent mechanisms.