The vagus nerve has critical for brain-body interaction. It conveys internal physiological information from peripheral organs to the brain, causing interoception. Although numerous studies have shown that an alternation in vagal sensory input affects emotional states such as anxiety and depression, the mechanism by which vagus nerve activity is correlated with anxiety-related brain activity remains unknown. We have previously established a vagal spike recording method using a cuff-shaped electrode while simultaneously recording central and peripheral bioelectrical signals in freely moving rodents. In the present study, we investigated correlation between vagus nerve and anxiety-related brain activity on an elevated plus maze. We combined the recording method of vagus nerve with recording of local field potentials (LFPs) of the prefrontal cortex and the amygdala, which are crucial for expression of anxiety. Vagus nerve activity was negatively correlated with anxiety-related 4-7 Hz activity in the prefrontal cortex and the amygdala. The correlation was abolished by left cervical vagotomy. Chronic social defeat stress decorrelated vagus nerve activity with 4-7 Hz LFP oscillations. These results imply neurophysiological mechanisms underlying anxiolytic effects of vagus nerve stimulation and provide insights into neurophysiological underpinnings of the relationship between vagus nerve and emotion-related behavior.