Clinically, it is well known that chronic pain induces depression, anxiety, and a reduced quality of life. There have been many reports on the relationship between pain and emotion. We previously reported that chronic pain induced anxiety with changes in opioidergic function in the central nervous system. In this study, we evaluated the anxiolytic-like effects of several types of antidepressants under a chronic neuropathic pain-like state and searched for the brain site of action where antidepressants show anxiolytic or antinociceptive effects. Sciatic nerve-ligated mice exhibited thermal hyperalgesia and tactile allodynia from days 7 to 28 after nerve ligation. At 4 weeks after ligation, these mice showed a significant anxiety-related behavior in the light–dark test and the elevated plus–maze test. Under these conditions, repeated administration of antidepressants, including the tricyclic antidepressant (TCA) imipramine, the serotonin noradrenaline reuptake inhibitor (SNRI) milnacipran, and the selective serotonin reuptake inhibitor (SSRI) paroxetine, significantly prevented the anxiety-related behaviors induced by chronic neuropathic pain. These antidepressants also produced a significant reduction in thermal hyperalgesia and tactile allodynia. Moreover, the microinjection of paroxetine into the basolateral amygdala or cingulate cortex reduced anxiety-related behavior, and microinjection into the primary somatosensory cortex significantly attenuated thermal hyperalgesia. These findings suggest that serotonergic antidepressants are effective for treating anxiety associated with chronic neuropathic pain and may be useful for treating neuropathic pain with emotional dysfunction such as anxiety. Furthermore, SSRIs show anxiolytic and antinociceptive effects by acting on different brain regions.