Sexual activity and partner intimacy results in several positive consequences in the context of stress-coping, both in males and females, such as reduced state anxiety in male rats after successful mating. However, in female rats, mating is a rewarding experience only when the estrous female is able to control sexual interactions, i.e., under paced-mating conditions. Here, we demonstrate that sex-steroid priming required for female mating is anxiolytic; subsequent sexual activity under paced mating conditions did not disrupt this anxiolytic priming effect, whereas mating under unpaced conditions increased anxiety-related behavior. In primed females, the release of the neuropeptide oxytocin (OT) within the hypothalamic paraventricular nucleus was found to be elevated and to further increase during paced, but not unpaced mating. Central administration of an OT receptor antagonist partly prevented priming/mating-induced anxiolysis indicating the involvement of brain OT in the anxiolysis triggered by priming and/or sexual activity. These findings reveal that the positive consequences of mating in females are dependent on her ability to control sexual interactions, and that brain OT release is at least in part the underlying neurobiological correlate.