We previously reported that dietary vitamin E deficiency increased anxiety-like behaviour in rats exposed to social isolation. Here, we performed a detailed investigation of this phenomenon and its underlying mechanism. First, we fed Wistar rats with a vitamin E-free diet for 3 d, 1 week or 2 weeks and found an increase in anxiety-like behaviour after 1 and 2 weeks of vitamin E deficiency based on behavioural indicators. Next, we examined the effect of a control diet (150 mg all-racemic α-tocopheryl acetate/kg) on anxiety-like behaviours in rats that received a 4-week vitamin E-free diet. We found that increased anxiety-like behaviour was reversed to control levels after refeeding vitamin E for 7 d but not for 1 or 3 d. Further, anxiety-like behaviour increased or decreased gradually based on the amount of vitamin E intake; however, it had a quicker progression than physical symptoms of vitamin E deficiency. Moreover, rats fed with excess vitamin E (500 mg all-racemic α-tocopherol/kg diet) showed less anxiety-like behaviour than control rats, indicating that vitamin E supplementation is effective for preventing anxiety increase under social isolation stress. Since plasma corticosterone levels were higher in vitamin E-deficient rats, we investigated the effect of adrenalectomy on anxiety-like behaviour and found that adrenal hormones played an essential role in the increased anxiety-like behaviour induced by vitamin E deficiency. In conclusion, increased anxiety-like behaviour is a symptom that emerges earlier than physical vitamin E deficiency and is caused by adrenal hormone-dependent mechanisms.