Mice that were given a probiotic (Lactobacillus rhamnosus) exhibited fewer signs of stress and anxiety:1
"For example, the rodents spent more time exploring narrow elevated walkways and wide-open spaces, which are scary to rodents, and they exhibited a smaller spike in stress hormone levels when the researchers put them in water."The probiotic resulted in changes in their brain's GABA receptors. Drugs that humans are given to treat anxiety target these same GABA receptors.
L. rhamnosus is typically included in probiotic supplements. (Not that they'd work in a similar way, just saying.)