Adolescent females are particularly vulnerable to mental illnesses with comorbidity of anxiety, such as anorexia nervosa (AN). We used an animal model of AN, called activity-based anorexia (ABA), to investigate the neurobiological basis of vulnerability to repeated, food restriction (FR) stress-evoked anxiety. Twenty-one of 23 adolescent female mice responded to the 1st FR with increased wheel running activity (WRA), even during the limited period of food access, thereby capturing AN's symptoms of voluntary FR and over-exercise. Baseline WRA was an excellent predictor of FR-elicited WRA (severity of ABA, SOA), with high baseline-runners responding to FR with minimal SOA (i.e., negative correlation). Nine gained resistance to ABA following the 1st FR. Even though allopregnanolone (3α-OH-5α-pregnan-20-one, THP), the metabolite of progesterone (P4), is a well-recognized anxiolytic agent, subcutaneous P4 to these ABA-resistant animals during the 2nd FR was exacerbative, evoking greater WRA than the counterpart resistant group that received oil vehicle, only. Moreover, P4 had no WRA-reducing effect on animals that remained ABA-vulnerable. To explain the sensitizing effect of P4 upon the resistant mice, we examined the relationship between P4 treatment and levels of the α4 subunit of GABAARs at spines of pyramidal cells of the hippocampal CA1, a parameter previously shown to correlate with resistance to ABA. α4 levels at spine membrane correlated strongly and negatively with SOA during the 1st ABA (prior to P4 injection), confirming previous findings. α4 expression levels were greater among P4-treated animals that had gained resistance than of vehicle-treated resistant animals or of the vulnerable animals with or without P4. We propose that α4-GABAARs play a protective role by counterbalancing the ABA-induced increase in excitability of CA1 pyramidal neurons, and although exogenous P4's metabolite, THP, enhances α4 expression, especially among those that can gain resistance, it also interferes with α4-GABAARs’ protective role by desensitizing α4-GABAARs.