There are conflicting reports concerning the association of Toxoplasma gondii infection with increased risk of mental disorders. This investigation will provide a good understanding about defining the possible association between T. gondii exposure and risk of anxiety and cognitive alterations. Besides, a secondary objective of this study was to determine the effect of pioglitazone administration on the possible alterations induced by T. gondii exposure. Male BALB/c mice were used for this study. The animal model of Toxoplasma infection was established by the intraperitoneal inoculation of 20-25 tissue cysts from Tehran strain of T. gondii. Pioglitazone (20 mg/kg, i.p.1/day) was administered to the animals for 2 weeks before behavioural tests. Behavioural tests including open-field, elevated plus-maze and passive avoidance learning were evaluated in the groups. Since cytokines were implicated as a contributing factor for mood disorders, the mRNA levels of TNF-α, IL-1β, IL-6 as well as inducible nitric oxide synthase (iNOs) were examined by real-time PCR. Findings demonstrated that T. gondii caused anxiety-like symptoms and impaired cognitive functions of the infected BALB/c mice, whereas pioglitazone, a peroxisome proliferator-activated receptor agonist, showed a promising effect against the cognitive impairments induced by Toxoplasma infection. The results also revealed that the mRNA levels of the aforementioned cytokines were significantly (p < 0.05) increased in the infected mice compared to the uninfected BALB/c ones. Pioglitazone can be offered as a potential neuroprotective agent in the treatment of patients with T. gondii infection that manifests anxiety and cognitive impairments; however, further studies are needed to clarify the exact mechanisms.