Annona vepretorum is an endemic species of the Caatinga biome, known in Northeastern Brazil as "araticum” and/or “pinha da Caatinga”. In the present study it was evaluated the neuropharmacological potential of the essential oil obtained from the leaves of Annona vepretorum, as well as of the inclusion complexes of oil obtained with cyclodextrin. Thus, were used neuropharmacological tests already consolidated in the literature like open-field, elevated plus maze, rota-rod, tail suspension test, thiopental-induced sleep test, among others. The acute treatment of essential oil (EO) has anxiolytic, sedative, antiepileptic and antidepressant effects. The anxiolytic and anticonvulsant effects seems to be related to the GABAergic system, probably in the receptor subtypes that mediate the effects of the benzodiazepines, to generate anxiolytic activity. The sedative effect seems to be involved with other signaling pathways. The antidepressant effect of EO seems to be related to its action on serotonergic receptors. It was verified that some behavioral parameters were improved with the oil complexed with β-cyclodextrin, but this effect was not uniform for all the doses and tests used. Further studies are needed in order to use other options for drug delivery systems. Thus, the essential oil of Annona vepretorum is a promising agent with neurobiological activity and a potential target for drug discovery, since the natural products such as medicinal plants have been a source of new therapeutic proposals.