The aim of a present study was to analyse the gene expression profiles in the periaqueductal grey (PAG) of rats related to their exploratory activity in the elevated plus-maze model of anxiety. Animals were divided into the groups according to their exploratory activity in the plus-maze as follows: rats with low activity ('anxious'), moderate activity ('intermediate') and high activity ('non-anxious'). Control animals were not exposed to the elevated plus-maze. The differential expression of genes was analysed using the cDNA representational difference analysis (RDA) in combination with the sequencing and database search. Reverse transcription-polymerase chain reaction with specific primers was applied to confirm the differences found by the RDA. We established that animals displaying the different exploratory activity have also the different gene expression profiles in the PAG. Among the identified genes, we were able to confirm the increased expression of limbic system-associated membrane protein (LSAMP) in animals having the reduced exploratory activity in the elevated plus-maze. 'Anxious' group of rats had 1.6-fold higher expression of LSAMP gene compared to 'non-anxious' animals. By contrast, 'home-cage' control rats and 'intermediate' group did not differ significantly by their LSAMP gene expression level. In conclusion, it is likely that LSAMP plays a role in the regulation of exploratory behaviour of rats in the novel aversive environment.