The aim of the study was to further explore the anatomical and neurochemical background of differences in response to the conditioned aversive stimuli. The different patterns of behavioral coping strategies (a conditioned freezing response and ultrasonic vocalization) were analyzed in animals differing in their response to the acute painful stimulation, a foot-shock (HS: high sensitivity rats, LS: low sensitivity rats, and MS: medium sensitivity rats, according to their behavior in the flinch-jump pre-test), and correlated with plasma corticosterone levels, expression of c-Fos protein, and distribution of 5-HT innervation, in different brain structures. It was found that HS rats showed significantly more freezing behavior, whereas LS animals vocalized much more intensively. The behavior of LS group (less freezing response and stronger vocalization) was related to activation of prefrontal cortex (PFCX), increased activity of adrenal glands and stronger serotonin immunostaining in the PFCX, in comparison with HS animals. The more passive strategy of coping with the aversive event of HS group was related to increased activity of amygdalar nuclei and some areas of the hippocampus, and stronger 5-HT immunostaining in the baso-lateral nucleus of the amygdala, in comparison with LS rats. The present findings suggest that animals more vulnerable to stress might have innate deficits in the activity of brain systems controlling the hypothalamic-pituitary-adrenal axis that would normally allow them to cope with stressful situations. It appears also that response to pain may determine other patterns of emotional behavior, probably reflecting different activation thresholds of some brain structures controlling anxiety, e.g. prefrontal and secondary motor cortex.