Anorexia nervosa (AN) has a lifetime prevalence of up to 4% and a high mortality rate (~5–10%), yet little is known regarding the etiology of this disease. In an attempt to fill the gaps in knowledge, activity‐based anorexia (ABA) in rodents has been a widely used model as it mimics several key features of AN including severely restricted food intake and excessive exercise. Using this model, a role for the hypothalamic proopiomelanocortin (POMC) system has been implicated in the development of ABA as Pomc mRNA is elevated in female rats undergoing the ABA paradigm. Since the Pomc gene product α‐MSH potently inhibits food intake, it could be that elevated α‐MSH might promote ABA. However, the α‐MSH receptor antagonist SHU9119 does not protect against the development of ABA. Interestingly, it has also been shown that female mice lacking the mu opioid receptor (MOR), the primary receptor activated by the Pomc‐gene‐derived opioid β‐endorphin, display blunted food anticipatory behavior (FAA), a key feature of ABA. Thus, we hypothesized that the elevation in Pomc mRNA observed during ABA may lead to increased β‐endorphin concentrations and MOR activation to promote ABA. Further, given the known sex differences in AN and ABA, we hypothesized that MORs may contribute differentially in male and female mice. Using wild‐type and MOR knockout mice of both sexes, a MOR antagonist and careful analysis of food anticipatory behavior and β‐endorphin levels, we found 1) increased Pomc mRNA levels in both female and male mice that underwent ABA, 2) increased β‐endorphin in female mice that underwent ABA, and 3) blunted FAA in both sexes in response to MOR genetic deletion yet blunted FAA only in males in response to MOR antagonism. The results presented provide support for both hypotheses and suggest that it may be the β‐endorphin resulting from increased Pomc transcription that supports the development of some features of ABA. Rodents with access to a running wheel and time‐restricted access to food develop activity‐based anorexia such that they run before and during food presentation, eat very little, and lose significant weight. Neurons in the hypothalamus have been implicated in the development of this anorexia‐like behavior, but there remains an incomplete understanding of the underlying neurocircuitry. The data here show a role for the hypothalamic transmitter β‐endorphin in the development of the food anticipatory behavior in male and female mice, although pharmacologic inhibition of β‐endorphin signaling only inhibited the running behavior in male mice. This sex‐specific action of the opioid‐receptor antagonist suggests that targeting this receptor in male patients with anorexia may have greater clinical value than antagonist use in females, although more work is needed to extend this work into humans.