A critical test for a gene that influences susceptibility to fear in animals is that it should have a consistent pattern of effects across a broad range of conditioned and unconditioned models of anxiety. Despite many years of research, definitive evidence that genetic effects operate in this way is lacking. The limited behavioral test regimes so far used in genetic mapping experiments and the lack of suitable multivariate methodologies have made it impossible to determine whether the quantitative trait loci (QTL) detected to date specifically influence fear-related traits. Here we report the first multivariate analysis to explore the genetic architecture of rodent behavior in a battery of animal models of anxiety. We have mapped QTLs in an F2 intercross of two rat strains, the Roman high and low avoidance rats, that have been selectively bred for differential response to fear. Multivariate analyses show that one locus, on rat chromosome 5, influences behavior in different models of anxiety. The QTL influences two-way active avoidance, conditioned fear, elevated plus maze, and open field activity but not acoustic startle response or defecation in a novel environment. The direction of effects of the QTL alleles and a coincidence between the behavioral profiles of anxiolytic drug and genetic action are consistent with the QTL containing at least one gene with a pleiotropic action on fear responses. As the neural basis of fear is conserved across species, we suggest that the QTL may have relevance to trait anxiety in humans.