Calcitonin gene-related peptide (CGRP) is a neuropeptide that causes anxiety behavior; however, the underlying mechanisms remain unclear. We found that CGRP modulates anxiety behavior by epigenetically regulating the HP1γ-KLF-11-MAOB pathway and depleting dopamine in the dorsal hippocampus. Intracerebroventricular administration of CGRP (0.5 nmol) elicited anxiety-like behaviors in open field, hole-board, and plus-maze tests. Additionally, we observed an increase in monoamine oxidase B (MAOB) levels and a concurrent decrease in dopamine levels in the dorsal hippocampus of mice following CGRP administration. Moreover, CGRP increased abundance the transcriptional regulator of MAOB, Krüppel-like factor 11 (KLF11), and increased levels of phosphorylated heterochromatin protein (p-HP1γ), which is involved in gene silencing, by methylating histone H3 in the dorsal hippocampus. Chromatin immunoprecipitation assay showed that HP1γ was recruited to the Klf11 enhancer by CGRP. Furthermore, infusion of CGRP (1 nmol) into the dorsal hippocampus significantly increased MAOB expression as well as anxiety-like behaviors, which were suppressed by the pharmacological inhibition or knockdown of MAOB. Together, these findings suggest that CGRP reduces dopamine levels and induces anxiety-like behavior through epigenetic regulation in the dorsal hippocampus.