Cholecystokinin (CCK) is one of the first discovered gastrointestinal hormones and one of the most abundant neuropeptides in the brain. Two types of CCK receptors have been identified: (1) CCK-A receptors are mainly located in the periphery, but are also found in some areas of the CNS; and (2) CCK-B receptors are widely distributed in the brain. Major biological actions of CCK are the reduction of food intake and the induction of anxiety-related behavior. Inhibition of feeding is mainly mediated by the A-type receptors, whereas anxiety-like behavior is induced by stimulating B-type receptors. This paper presents new findings on the effects of the biologically active CCK agonists, CCK-8S, CCK-4, and A71378. The results reviewed suggest that the hypophagic effects of CCK are strongly dependent on the experimental design, sex, and age of the rats. For example, food intake measured during the night or after food deprivation is reduced by CCK-8S in young adult and aged rats, whereas, under fixed feeding conditions, CCK-8S does not inhibit food intake in young adult rats. The sensitivity to the hypophagic CCK effect increases with age in male and female rats; however, female rats are less sensitive to the CCK action. Further, using a nongenetic and non-stressful model of obesity due to unspecific postnatal overfeeding, the satiating effect of moderate CCK-8S doses is weaker in obese than in normal rats. Again, the hypophagic effect is more pronounced in male than in female obese and normal rats. Considering that aversive reactions in rats are markedly influenced by strain and breeding-line variations, research results in this area are critically reviewed. It is shown that anxiety-like symptoms can only be induced by a selectively acting CCK-B agonist, whereas mixed CCK-A and -B agonists and selective CCK-A agonists fail to change behavior in anxiety tests. CCK-4 induces stable and reproducible anxiogenic-like behavior only in certain rat strains. Moreover, CCK-4 effects can be demonstrated in the conflict test, in the ultrasonic vocalization test in rat pups, on the elevated plus maze, and in the black and white box, but not in the social interaction test. CCK has also been reported to modulate memory processes. On the one hand, CCK-8S and CCK-4 enhanced habituation to the novelty of a hole board. On the other hand, repeated administration of CCK-8S did not improve maze performance in aged rats. The literature on the behavioral pharmacology of CCK is rife with inconsistency and contradiction. The major biological actions of CCK depend on the receptor selectivity of the CCK fragments used and on organismic and procedural variables. All these variables potentially influence behavioral responses in rats. Therefore, in CCK research more attention should be paid to the importance of these methodological factors.