The neuropeptide calcitonin gene-related peptide (CGRP) stimulates anxiety-like behavior with intracerebroventricular administration in mice. However, the mechanism of this effect remains unknown. Therefore, we began an investigation on dopamine, due to its close relation to anxiety-like behavior. We evaluated the effects of intracerebroventricular administration of CGRP in the mouse hippocampus. Our results showed that CGRP (0.5 nmol) evoked anxiety-like responses in open field, elevated plus maze, and hole board tests. Dopamine levels significantly decreased with CGRP administration. Moreover, levels of the dopamine-metabolizing enzyme (MAOb) and one of its transcription factors, krüppel-like-facter11 (KLF11), both significantly increased with CGRP application. Furthermore, phosphorylated heterochromatin protein 1 gamma (HP1γ) expression was significantly increased with CGRP. HP1γ is a well-known chromatin protein that plays a role in gene expression through silencing targeted genes. Conversely, phosphorylated HP1γ impairs silencing activity. These results suggest that CGRP may phosphorylate HP1γ and elevate KLF11 levels to increase MAOb. This would enhance the dopamine metabolism, resulting in anxiety-like behavior in the mouse hippocampus.