High and low grooming rats (HG and LG), selected by extremities in stress-induced self-grooming on the elevated plus maze (EPM), display differences in stress coping style on the EPM, their motivation to self-administer cocaine, and differences in the reactivity of dopaminergic nerve terminals in mesocorticolimbic brain areas. This indicates a link between coping with a stressful/anxiogenic situation and drug intake. Here, we aimed to determine the molecular correlates of these differences by analyzing the reactivity of the mesocorticolimbic brain areas (the medial prefrontal cortex (mPFC) nucleus accumbens shell (NAS) and ventral tegmental area (VTA)) of HG and LG rats in response to EPM exposure. We report by measuring levels of immediate early gene (IEG) transcripts that EPM exposure-induced IEG expression was not significantly different between HG and LG rats. On the other hand, novel IEG expression patterns upon stress (EPM exposure) were apparent in all three areas including arc induction in the mPFC and NAS, CRH, BDNF, and Nr4a3 induction in the NAS, and serum glucocorticoid-regulated kinase (sgk) induction in the VTA. It is concluded that although the mPFC, NAS, and VTA play a role in modulating stress and grooming behavior, the neuronal reactivity in these regions measured by the IEG response is not related with behavioral extremities in stress coping style displayed on the EPM.