Premenstrual dysphoric disorder (PMDD) is characterized by various physical and affective symptoms, including anxiety, irritability, anhedonia, social withdrawal, and depression. The present study investigated the role of the agmatinergic system in animal model of progesterone withdrawal in female rats. Chronic progesterone exposure of female rats for 21 days and its abrupt withdrawal showed enhanced marble burying, increased immobility time, and reduced no. of entries in open arm as compared to control animals. The progesterone withdrawal-induced enhanced marble burying anxiety and immobility time was significantly attenuated by agmatine (5–20 mg/kg, i.p.), and its endogenous modulators like L-arginine (100 mg/kg, i.p.), amino-guanidine (25 mg/kg, i.p.) and arcaine (50 mg/kg, i.p.) by their once-daily administration from day 14-day 21 of the protocol. We have also analysed the levels of agmatine, progesterone, and inflammatory cytokines in the hippocampal region of progesterone withdrawn rats. There was a significant decline in agmatine and progesterone levels and an elevation in cytokine levels in the hippocampal region of progesterone withdrawn rats compared to the control animals. In conclusion, the present studies suggest the importance of the endogenous agmatinergic system in progesterone withdrawal-induced anxiety-like and depression-like behaviour. The data also projects agmatine as a potential therapeutic target for the premenstrual dysphoric disorder.