In nonhuman primates, anxiety levels are typically assessed by observing social hierarchies or behavior in an intruder task. As measures of anxiety might influence performance on a particular cognitive task, it is important to analyze these measures in the same room as used for the cognitive task. As we use a playroom for the spatial maze test, we classified elderly female rhesus macaques (Macaca mulatta) monkeys, as bold or reserved monkeys based on the time spent in specific areas of this room. Based on their exploratory behavior in the playroom, bold monkeys were defined as animals that spent 20% more time in the unprotected areas of the room than in the protected areas, whereas reserved monkeys spent a comparable amount of time in both areas. MRI analyses showed that reserved monkeys had a smaller amygdala compared to bold monkeys but there were no group differences in hippocampal volumes. In addition, the amount of time spent in the corners of the room was negatively correlated with the right amygdala as well as the total amygdala size. Finally, reserved monkeys showed a lower phMRI response to the muscarinic receptor antagonist scopolamine compared to the bold monkeys. Thus, in elderly female nonhuman primates measures of anxiety are associated with structural amygdala differences and hippocampal muscarinic receptor function. This article is part of a Special Issue entitled ‘Anxiety and Depression’.