Anxiety disorders, with heightened female prevalence, are closely linked to neuroinflammatory dysregulation. This study elucidates the anti-anxiety mechanism of steroid receptor RNA activator (SRA), a long non-coding RNA, through its modulation of inflammatory pathways. In female SRA knockout mice, anxiety-like behaviors correlated with reduced peroxisome proliferator-activated receptor δ (PPARδ) expression in the hippocampus and amygdala, key regions for neuroinflammatory regulation. Mechanistically, SRA directly enhanced nuclear factor κB (NF-κB)-dependent PPARδ transcription, independent of estrogen or Akt/inhibitor of nuclear factor κB kinase subunit β (IKKβ) signaling. This SRA/NF-κB/PPARδ axis suppressed neuroinflammatory cascades, as PPARδ agonism (GW0742) or SRA reconstitution reversed anxiety phenotypes and restored PPARδ levels. Notably, androgens in males masked SRA deficiency's role by autonomously upregulating PPARδ, underscoring sex-specific vulnerability. Although SRA deficiency in females exacerbated inflammation-associated anxiety, ovariectomy confirmed estrogen-independent regulation by SRA. These findings highlight SRA as a critical modulator of neuroinflammatory resilience via NF-κB/PPARδ signaling, offering novel therapeutic avenues for sex-biased anxiety disorders tied to inflammatory pathophysiology.