There are a plethora of whole animal models that are utilized to assess the neurobiological substrates involved in complex constructs affecting the human condition, such as anxiety. One such behavioral measure that utilizes a conditioned response that can be utilized to assess the neurobiological underpinnings of anxiety is the Vogel punished drinking task. The Vogel punished drinking task produces reliable and valid results in rats and mice in a single 3-min testing session, which does not require prior training. Briefly, mice are water-deprived (typically 18–24 h) in their home cages. Mice are then placed in the testing chamber which contains a drinking bottle with an electrified sipper that delivers a mild shock to the subject after a predetermined number of licks are made. The dependent measures in this task are the latency for subjects to engage in drinking from the bottle, the number of punished licks made, the number of shocks delivered (which always covaries with the number of licks made), and the number of drinking bouts. The most commonly reported measure is the number of punished licks made by subjects, with an increase in the number of licks reflecting antianxiety-like responding. This paper will detail the methods for conducting this task in mice and discuss data from our laboratory and others related to subjects’ variables to consider (e.g., hormone status, age, strain), with a focus on assessing the role of steroids for anxiety in murine models. Indeed, the Vogel task is an indispensable whole animal model for investigating the neurobiological underpinnings and potential therapeutic targets of anxiety.