BDNF and Anxiety: Exenatide has been shown to elevate BDNF in the hippocampus and cortex and improve cognitive performance in mice (Bomba et al. 2018), and liraglutide reduced depression‐ and anxiety‐like behaviors in ovariectomized rats in association with changes in hippocampal BDNF (Sağlam et al. 2022).