Dexamethasone, an immunosuppressive drug with 30 times the potency of cortisone, has significant therapeutic potential but may cause adverse effects such as pathological lesions, abortion, and behavioral changes when used at high doses. This study aimed to investigate the optimal dexamethasone dose to positively affect anxiety and depressive behaviors in pregnant rats. A total of 72 female Wistar rats (4 months old, 250±20 g) were divided into four groups: control pregnant, control nonpregnant, pregnant with two dexamethasone doses (625 and 1250 µg/kg body weight), and nonpregnant with the same doses (n=6 per subgroup). Anxiety- and depression-related behaviors were assessed via open-field and forced-swim tests, and blood parameters were assessed. Compared with that of control rats, the immobility period of 125×10 µg-treated rats was shorter, indicating improved behavioral outcomes. However, the 625 µg dose caused mild neural necrosis, thrombotic vasculitis, and spleen infiltration with red blood cells. Mild lymphopenia was observed at this dose compared with that of the controls. Overall, a 625 µg dose administered for 14 days to pregnant and nonpregnant rats was identified as an effective therapy for mitigating anxiety and depression-like behaviors while minimizing adverse effects.