Depression and anxiety disorders have their pathophysiologies linked to inflammation and oxidative stress. In this context, celecoxib (CLX) and etoricoxib (ETR) inhibit cyclooxygenase 2 (COX-2), an enzyme expressed by cells involved in the inflammatory process and found in the brain. Studies have been using CLX as a possible drug in the treatment of depression, although its mechanisms at the central nervous system level are not fully elucidated. In this study, the effects of CLX and ETR on behavioral, oxidative, and inflammatory changes induced by systemic exposure to Escherichia coli lipopolysaccharide (LPS) were evaluated in adult male swiss mice. For ten days, the animals received intraperitoneal injections of LPS at 0.5 mg/kg. From the sixth to the tenth day, one hour after LPS exposure, they were treated orally with CLX (15 mg/kg), ETR (10 mg/kg), or fluoxetine (FLU) (20 mg/kg). Twenty-four hours after the last oral administration, the animals underwent evaluation of locomotor activity (open field test), predictive tests for depressive-like behavior (forced swim and tail suspension tests), and anxiolytic-like effect (elevated plus maze and hole board tests). Subsequently, the hippocampus, prefrontal cortex and striatum were dissected for the measurement of oxidative and nitrosative parameters (malondialdehyde, nitrite, and glutathione) and quantification of pro-inflammatory cytokines (IL-1β and IL-6). LPS induced depressive and anxious-like behavior, and treatment with CLX or ETR was able to reverse most of the behavioral changes. It was evidenced that nitrosative stress and the degree of lipid peroxidation induced by LPS were reduced in different brain areas after treatment with the drugs, as well as the endogenous defense system against free radicals was strengthened. CLX and ETR also significantly reduced LPS-induced cytokine levels. These data are expected to expand information on the role of inflammation in depression and anxiety and provide insights into possible mechanisms of COX-2 inhibitors in psychiatric disorders with a neurobiological basis in inflammation and oxidative stress.