Adolescence is a critical period of brain reorganization, highly sensitive to sex hormones, which exert sex-specific effects and may contribute to the greater prevalence of anxiety and depression in adolescent females. This study evaluated whether exposure to gonadal steroids during the perinatal or pubertal period influences vulnerability to anxiety- and depression-like behaviors following social isolation (PND 21–54) in male and female rats. Two groups were compared: PERI (gonadectomy at PND 23) and PUB (gonadectomy at PND 45). Behavior was assessed through the Elevated Plus Maze, Open Field, Forced Swim, and Sucrose Preference tests, and standardized Z-scores were calculated. ACTH and corticosterone levels were measured, and chronic neuronal activation in the PVN was evaluated via ΔFosB immunolabeling. Isolation delayed puberty in both sexes and reduced body weight in males. Pubertal hormone exposure reduced anxiety-like behaviors and increased risk-taking, with no sex differences. PERI animals had higher anxiety Z-scores than PUB, especially PERI+IR. No differences were found in depression/emotionality Z-scores. PUB animals showed higher ACTH levels, and greater PVN activation was observed in females, particularly in the PUB group. These findings suggest that pubertal hormones buffer the effects of isolation on anxiety, possibly through differential modulation of the HPA axis and neuron activity in the PVN, with a more reactive neuroendocrine profile in females.