Nesfatin-1 is a well-established anorexigenic peptide. Recent studies indicated an association between nesfatin-1 and anxiety/depression-like behavior. However, it is unclear whether this effect is retained in obesity. The aim was to investigate the effect of nesfatin-1(30-59)—the active core of nesfatin-1—on anxiety and depression-like behavior in normal weight (NW) and diet-induced (DIO) obese rats. Male rats were intracerebroventricularly (ICV) cannulated and received nesfatin-1(30-59) (0.1, 0.3, or 0.9 nmol/rat) or vehicle 30 min before testing. Nesfatin-1(30-59) at a dose of 0.3 nmol reduced sucrose consumption in the sucrose preference test in NW rats compared to vehicle (-33%, p < 0.05), indicating depression-like/anhedonic behavior. This dose was used for all following experiments. Nesfatin-1(30-59) also reduced cookie intake during the novelty-induced hypophagia test (-62%, p < 0.05). Moreover, nesfatin-1(30-59) reduced the number of entries into the center zone in the open field test (-45%, p < 0.01) and the visits of open arms in the elevated zero maze test (-39%, p < 0.01) in NW rats indicating anxiety. Interestingly, DIO rats showed no behavioral alterations after the injection of nesfatin-1(30-59) (p > 0.05). These results indicate an implication of nesfatin-1(30-59) in the mediation of anxiety and depression-like behavior/anhedonia under normal weight conditions, while in DIO rats, a desensitization might occur.