Lewis (LEW) and spontaneously hypertensive rats (SHR) have been shown to differ in a series of fear-related behaviours measured in different anxiety/emotionality tests. In the present study, we have investigated some of the genetic mechanisms underlying these differences. To this end, male and female rats from the two inbred strains were crossed to produce two parental (LEW and SHR), two F1 (LEW or SHR mother), and two F2 (LEW or SHR grandmother) groups. All rats were tested in the elevated plus-maze and in the open field, besides being characterised for systolic blood pressure (BP). LEW rats approached the open arms of the plus-maze and the central area of the open field less than SHRs. The two strains also differed in their BP (SHR > LEW). LEW/SHR differences were found to be due to direct effects of the genes, rather than to indirect maternal and grand-maternal effects. Central locomotion in the open field was shown to be the most heritable of all the traits considered herein. A factor analysis on the segregating F2 population produced three independent factors. The first one was associated to measures of anxiety from the elevated plus-maze, and the second to measures of locomotion in novel environments. Factor scores revealed that the parental strains differ in relation to the first but not to the second factor. This study demonstrates the usefulness of coupling genetic and multifactorial methods to investigate behavioural traits and it confirms LEW and SHR strains as an interesting genetic tool for the study of anxiety.