Myg1 (Melanocyte proliferating gene 1) is a highly conserved and ubiquitously expressed gene, which encodes a protein with mitochondrial and nuclear localization. In the current study we demonstrate a gradual decline of Myg1 expression during the postnatal development of the mouse brain that suggests relevance for Myg1 in developmental processes. To study the effects of Myg1 loss-of-function, we created Myg1-deficient (-/-) mice by displacing the entire coding sequence of the gene. Initial phenotyping, covering a multitude of behavioural, cognitive, neurological, physiological and stress-related responses, revealed that homozygous Myg1 (-/-) mice are vital, fertile and display no gross abnormalities. Myg1 (-/-) mice showed an inconsistent pattern of altered anxiety-like behaviour in different tests. The plus-maze and social interaction tests revealed that male Myg1 (-/-) mice were significantly less anxious than their wild-type littermates; female (-/-) mice showed increased anxiety in the locomotor activity arena. Restraint-stress significantly reduced the expression of the Myg1 gene in the prefrontal cortex of female wild-type mice and restrained female (-/-) mice showed a blunted corticosterone response, suggesting involvement of Myg1 in stress-induced responses. The main finding of the present study was that Myg1 invalidation decreases several behavioural differences between male and female animals that were obvious in wild-type mice, indicating that Myg1 contributes to the expression of sex-dependent behavioural differences in mice. Taken together, we provide evidence for the involvement of Myg1 in anxiety- and stress-related responses and suggest that Myg1 contributes to the expression of sex-dependent behavioural differences.