Anorexia nervosa (AN) is an eating disorder characterized by excessive weight loss, persistent food restriction and inappropriate physical activity relative to declining energy balance. The comorbidity with depression and/or anxiety disorders might contribute to the "chronicization" of the disease. We aimed here to question first the link between physical activity and anxiety from a clinical investigation of AN patients (n = 206). Then, using a rodent model mimicking numerous physiological and metabolic alterations commonly seen in AN patients, we examined whether 1) chronic food restriction increased anxiety-like behaviour and 2) physical activity plays a role in regulating anxiety levels. To this end, we exposed young female mice to a chronic food restriction (FR, n = 8) paradigm combined or not with access to a running wheel (FRW, n = 8) for two weeks. The mice were compared to a group of mice fed ad libitum without (AL, n = 6) or with running wheel access (ALW, n = 8). We explored anxiety-like behaviour of all mice in the following tests: hyponeophagia, marble burying, elevated plus maze, open field, and the light and dark box. On the last day, we used a restraint test of 30 min duration and measured their stress reactivity by assaying plasma corticosterone. In the open field and the elevated plus-maze, we found that FRW mice behaved similarly to AL and ALW mice whereas FR mice did not express anxiety-like behaviour. The FRW mice displayed the lowest latency to reach the food in the hyponeophagia test. Regarding stress reactivity, FRW mice exhibited corticosterone reactivity after acute stress that was similar to the control mice, while FR mice did not fully return to basal corticosterone at one hour after the restraint stress. Taken together, these data demonstrate a differential reactivity to acute stress in FR conditions and a beneficial effect of running wheel activity in ALW and FRW conditions. Moreover, we report the absence of a typical anxiety-like behaviour associated with the food restriction (FR and FRW groups). We conclude that this model (FR and FRW mice) did not express typical anxiety-like behaviour, but that physical activity linked to food restriction improved coping strategies in an anxiogenic context.