Anxiety disorders and cognitive decline are highly prevalent in rheumatic diseases, including Juvenile Idiopathic Arthritis (JIA). In this study, we investigated the effect of long-term treatment with infliximab and tocilizumab on anxiety-like behaviour and cognitive performance in a juvenile collagen-induced arthritis (CIA) rat model. Forty-nine rats with established moderate arthritis were randomly allocated into 7 equal groups: negative control, vehicle, methotrexate, infliximab, tocilizumab, methotrexate + infliximab and methotrexate + tocilizumab groups. Behavioural tests were performed to evaluate anxiety-like behaviour and cognitive function. Neuropathological changes were investigated by histological examination at the level of the hippocampus, the amygdala and the prefrontal cortex. Also, the expression of Brain-Derived Neurotrophic Factor (BDNF), a biomarker associated with neuronal survival and plasticity, was determined in the hippocampus and the amygdala by RT-qPCR. We found that both infliximab and tocilizumab reduced anxiety-like behaviour in the elevated-plus and elevated-zero maze tests. Tocilizumab, also, improved cognitive function in the olfactory social memory and passive avoidance tests. Anti-cytokine treatment reversed the histopathological changes in the brain induced by CIA. BDNF expression was higher in all treatment groups and especially those receiving monoclonal antibodies combined with methotrexate. Our data provide evidence that chronic infliximab and tocilizumab treatment reduces anxiety-like behaviour, improves cognitive function, reverses neuropathological changes and increases central BDNF expression in a juvenile arthritis rat model. These findings may be translated to humans to address behavioural comorbidities associated with JIA.