Chronic stress is a critical factor in the aetiology of anxiety disorders; however, in the clinic, enduring and preventive measures are not available, and therapeutic drugs are associated with inevitable side effects. Our study established an anxiety rat model using chronic restraint stress (CRS) and assessed these animals using the open-field test, elevated plus-maze test, and light-dark box test. Jie-Yu-He-Huan capsule (JYHH), a Chinese medicine formula, was used as a preventative drug. The HPA axis-mediated release of corticotropin-releasing hormone, adrenocorticotropic hormone, and corticosterone from the hypothalamus was tested. In the hippocampus and prefrontal cortex, concentrations of 5-HT and its metabolite 5-hydroxyindoleacetic acid, as well as monoamine oxidase A, glucocorticoid receptor, and 5-HT1A receptor expression levels, were measured. Furthermore, we examined protein and mRNA expression of cAMP-PKA-CREB-BDNF pathway components. The results showed that JYHH had a significant preventative effect on the anxiety-like behaviour induced by CRS and prevented abnormal changes in the HPA axis and 5-HT system. Furthermore, CRS inhibited the cAMP-PKA-CREB-BDNF pathway, which returned to normal levels following JYHH treatment. This might be the underlying molecular mechanism of the antianxiety effect of JYHH, which could provide a new clinical target for preventative anxiolytic drugs for chronic stress.