Stress has been shown to modulate many aspects of physiology and behavior. In particular, substantial work has confirmed that stress is a strong modulator of learning and memory processes. It is more than a century that Yerkes and Dodson have shown that relationship between stress intensity and memory function follows an inverted-U-shaped curve; memory increases with stress to an optimal point, above or below which memory decreases. Despite the great popularity of the Yerkes-Dodson law, the validity of the law has been criticized due to significant methodological problems in the study performed by Yerkes and Dodson (1908) and their data being judged insufficient to substantiate conclusions, among other reasons. Moreover the existing evidence has not yet illustrated this phenomenon under the same experimental conditions for relational learning tasks. On the other hand, stress is not the only factor that modulates cognitive abilities. Different types of learning and memory might be affected by other factors such as individual differences in personality. While the relationship between personality and learning has been studied in human, animal studies addressed to understanding the relationship between personality and learning have been rare. In addition, exposure to stress during pregnancy can have deleterious emotional effects on women. However, the mechanisms underlying these emotional effects are not well understood, and the development of suitable animal models for stress-induced depression in females still remains scarce. The goal of this Thesis was to investigate how stress affects cognitive and emotional processes in different animal models, and to explore the importance of individual differences in the mediation of stress effects. On a first study, we investigated the relationship between stress intensity and memory function. For this purpose cognitive abilities of rats to learn a radial arm water maze were assessed under different stress intensities, using behavioural and endocrine approaches. Our results confirm, for the first time, the existence of an inverted-U-shape memory function according to stressor intensity during the early learning and memory phases in a hippocampus-dependent task. Furthermore, we present evidence that these stress effects are not shown uniformly by all individuals; rather, performance at either the high or the low stress intensities is differentially affected in individuals with different personality-like profiles. In a second study, we investigated whether different personality traits in the Wistar outbred strain of rats were associated with performance in specific types of learning and memory tasks that have been reported to depend on specific brain areas, such as the amygdala, hippocampus and prefrontal cortex (PFC). Using a wide variety of behavioral tests, we identified three personality factors: anxiety, exploration and locomotion. According to our results, the locomotion trait displayed no correlation with learning and memory. However curiosity trait predicted extinction of fear memories and spatial reversal learning, and the anxiety traits was related to extinction of fear. These results suggest that behavioral traits, anxiety and curiosity, might be linked to the functioning of specific brain areas (i.e. amygdala and PFC). Our findings are consistent with recent human studies showing that certain personality traits can predict academic achievement and point out the importance of constructing learning environments that could optimize individual strengths. In a third study, we used a model of stress during pregnancy in an attempt to mirror more closely than other experimental approaches based mainly on movement restraint procedures the human condition where stress is often persistently imposed by a male aggressive partner. For that purpose we used aggressive male rats that cohabitated with (and therefore can be considered a stressor) female rats during their pregnancy and, then, characterized the behaviour of these females after weaning. Similar to effects reported in humans, mother rats displayed anxiety-like and depressive-like behaviours, with the females presenting a high anxiety trait being the more vulnerable to the deleterious effects resulting from exposure to the aggressive male. These results propose an interesting animal model to study the effect of stress during pregnancy. Taken together, our results reinforce the view that stress has a strong impact on cognitive function and emotion. They also stress the importance of taking into account individual differences to characterize individuals with different vulnerability to be affected in both cognitive and emotional domain by exposure to stress. Our approach is novel and original in that it takes into account several behavioural (personality-like) traits simultaneously and shows the importance of different traits for different aspects of the relationship between stress, emotion and cognition. The approaches and findings provide valuable models to address the neurobiological mechanisms underlying stress effects on behavior.