The neuropeptide oxytocin (OXT) has generated considerable interest as potential treatment for psychiatric disorders, including anxiety and autism spectrum disorders. However, the behavioral and molecular consequences associated with chronic OXT treatment and chronic receptor (OXTR) activation have scarcely been studied, despite the potential therapeutic long-term use of intranasal OXT. Here, we reveal that chronic OXT treatment over two weeks increased anxiety-like behavior in rats, with higher sensitivity in females, contrasting the well-known anxiolytic effect of acute OXT. The increase in anxiety was transient and waned 5 days after the infusion has ended. The behavioral effects of chronic OXT were paralleled by activation of an intracellular signaling pathway, which ultimately led to alternative splicing of hypothalamic corticotropin-releasing factor receptor 2α (Crfr2α), an important modulator of anxiety. In detail, chronic OXT shifted the splicing ratio from the anxiolytic membrane-bound (mCRFR2α) form of CRFR2α towards the soluble CRFR2α (sCRFR2α) form. Experimental induction of alternative splicing mimicked the anxiogenic effects of chronic OXT, while sCRFR2α-knock down reduced anxiety-related behavior of male rats. Furthermore, chronic OXT treatment triggered the release of sCRFR2α into the cerebrospinal fluid with sCRFR2α levels positively correlating with anxiety-like behavior. In summary, we revealed that the shifted splicing ratio towards expression of the anxiogenic sCRFR2α underlies the adverse effects of chronic OXT treatment on anxiety.