BDNF and Anxiety: Furthermore, hypothalamic BDNF plays an important role in mediating the immunomodulating effects of EE through the sympathetic nervous system (SNS) and/or hypothalamic-pituitary-adrenal (HPA) axis (Xiao et al., 2016), as well as certain behavior changes such as increased locomotion and decreased anxiety/depression-like behavior (Cao et al., 2010; McMurphy et al., 2018a, b; Queen et al., 2020).