Music exposure is known to play a positive role in learning and memory and can be a complementary treatment for anxiety and fear. However, whether juvenile music exposure affects adult behavior is not known. Two-week-old Sprague-Dawley rats were exposed to music for 2 hours daily or to background noise (controls) for a period of 3 weeks. At 60 days of age, rats were subjected to auditory fear conditioning, fear extinction training, and anxiety-like behavior assessments or to anterior cingulate cortex (ACC) brain-derived neurotrophic factor (BDNF) assays. We found that the music-exposed rats showed significantly less freezing behaviors during fear extinction training and spent more time in the open arm of the elevated plus maze after fear conditioning when compared with the control rats. Moreover, the BDNF levels in the ACC in the music group were significantly higher than those of the controls with the fear conditioning session. This result suggests that music exposure in juvenile rats decreases anxiety-like behaviors, facilitates fear extinction, and increases BDNF levels in the ACC in adulthood after a stressful event.