Anxiety and depression exhibit high comorbidity and share the alteration of the amygdala–hippocampal–prefrontal network, playing different roles in the ventral and dorsal hippocampi. Deep brain stimulation of the infralimbic cortex in rodents or the human equivalent—the subgenual cingulate cortex—constitutes a fast antidepressant treatment. The aim of this work was: (1) to describe the oscillatory profile in a rodent model of anxiety, and (2) to deepen the therapeutic basis of infralimbic deep brain stimulation in mood disorders. First, the anxiogenic drug FG-7142 was administered to anaesthetized rats to characterize neural oscillations within the amygdala and the dorsoventral axis of the hippocampus. Next, deep brain stimulation was applied. FG-7142 administration drastically reduced the slow waves, increasing delta, low theta, and beta oscillations in the network. Moreover, FG-7142 altered communication in these bands in selective subnetworks. Deep brain stimulation of the infralimbic cortex reversed most of these FG-7142 effects. Cross-frequency coupling was also inversely modified by FG-7142 and by deep brain stimulation. Our study demonstrates that the hyperactivated amygdala–hippocampal network associated with the anxiogenic drug exhibits an oscillatory fingerprint. The study contributes to comprehending the neurobiological basis of anxiety and the effects of infralimbic deep brain stimulation.