Trait anxiety is a major risk factor for anxiety and stress-induced disorders in humans. However, animal models accounting for the inter-individual variability in stress vulnerability are largely lacking. Moreover, the pervasive bias of using mostly male animals in preclinical studies poorly reflects the increased prevalence of psychiatric disorders in women. Based on the threat imminence continuum theory, we designed and validated an auditory aversive conditioning-based pipeline in both female and male inbred mice. We operationalized trait anxiety by harnessing the naturally occurring variability of defensive freezing responses during prolonged memory retrieval. Using a model-based clustering strategy we isolated 3 endophenotypes from the total population of conditioned animals: phasic, sustained and shifters. While sustained freezing during prolonged retrieval sessions was identified as an anxiety-endophenotype marker in both sexes, females were consistently associated with increased freezing response. RNA-sequencing of CeA, BLA, ACC and BNST revealed massive differences in phasic and sustained responders’ transcriptomes, correlating with transcriptomic signatures of psychiatric disorders, particularly PTSD. Moreover, we detected significant alterations in the excitation/inhibition balance of principal neurons in the lateral amygdala. These findings provide compelling evidence that trait anxiety in inbred mice can be leveraged to develop translationally relevant preclinical models to investigate mechanisms of stress susceptibility in a sex-specific manner.