Alzheimer's disease (AD), a neurodegenerative neuropsychiatric disorder, is often comorbid with depression and anxiety. Neuropsychiatric disorders are also characterized by sex differences. However, most preclinical pharmacological studies are conducted using only males. Herein, we used male and female twelve-month-old mice (3xTg) expressing mutated forms of human proteins Tau, APP and Presenilin1. These mice are considered a valid animal model of AD. We investigated the effects of the natural compound trans-crocin-4 (TC-4), which is derived from Crocus sativus and the olive compound oleuropein on the cognitive, depressive and anxious profile of 3xTg mice. We found that male and female 3xTg mice exhibited reduced locomotor activity and oleuropeine treatment (100 mg/kg i.p., for 21 days) did not reverse this phenotype. In addition, anxiety- and depressive-like behaviors were not affected by genotype, sex or oleuropeine treatment. Interestingly, oleuropeine exhibited a tendency to enhance cognitive performance in male 3xTg mice. Treatment with TC-4 (50 and 150 mg/kg, i.p., acutely or chronically for 10 days) affected locomotor activity in a sex-differentiated manner. Interestingly, acute TC-4 clearly enhanced cognitive performance in all groups although it reduced center entries in the open field. Additionally, chronic TC-4 treatment enhanced novel object discrimination mainly in male 3xTg mice. Our findings highlight the potential of those natural compounds, which warrant further investigation but also emphasize the benefits of including both males and females in preclinical pharmacological studies.