Exposure to acute psychological or physical stress increases core body temperature (stress-induced hyperthermia, SIH) which is part of the autonomic stress response. SIH is used as a putative rodent anxiety paradigm in which anxiolytic drugs reduce the SIH response. The predictive validity of the SIH paradigm has proven to be good, making it suitable to detect the putative anxiolytic properties of drugs. So far, GABAA receptor agonists including benzodiazepines and hypnotics have proven to attenuate the SIH response. The GABAA receptor has been known to be closely involved in the acute stress response. Also, the recent development of compounds with selective efficacy for different α subunits at the benzodiazepine site of the GABAA receptor has renewed interest for the therapeutic potential of GABAergic drugs. Moreover, metabotropic (GABAB) receptor agonists reduce the SIH response. GABAB receptors are ubiquitously expressed in the central nervous system, and there is evidence for a role of the GABAB receptor in anxiety. Thus, both drugs acting on the GABAA and the GABAB receptor are generally able to attenuate the SIH response, and this review presents a detailed overview of the effects of both drug classes on the SIH response. As the GABA receptor family is diverse and complex, this paradigm may contribute to the elucidation of the putative effects of GABAergic drugs in emotional disorders such as anxiety and depression.