Anxiety and depression are considered coping mechanisms organisms adopt in response to external stressors. We employed Levy statistics to investigate the movement patterns of rodent models subjected to stress and compared them to non-stressed controls. Our analysis revealed that stressed mice exhibited heavy-tailed distributions in open fields, consistent with the Levy flights utilized by animal predators in search of scarce food sources. In contrast, non-stressed mice demonstrated a normal distribution of speed. We used the two-dimensional Kolmogorov-Smirnov test to identify significant differences in the γ and μ parameters derived from Levy flight between anxiety, depression, and control mice. Additionally, we employed the support vector machine algorithm to determine the optimal separation of each group. Furthermore, our mathematical model demonstrated the therapeutic effects of fluoxetine. These findings have the potential to contribute to the development of more precise definitions of anxiety and depression, as well as facilitate the evaluation of pharmaceutical developments.