Inescapable stressful events often precipitate long-term alterations in emotion-related behaviors and poor sleep quality, with anxiety being a prevalent associated disorder. The defensive burying behavior of rodents is a response to imminent threats that becomes markedly pronounced in response to anxiety. However, the neural foundations of defensive burying behavior and etiology of anxiety remain largely unknown. In this study, we established a model employing object binding to elicit increased burying behavior in mice, thereby enhancing fear resolution and subsequently reducing anxious behaviors. Notably, the mice that associated shock with an object exhibited less object exploration and the zona incerta (ZI) neurons showed higher calcium activity during object exploration as compared to the Shock only mice. Although the calcium activity in ZI neurons of the Object mice was identical to the Shock only mice, the Object mice exhibited more burying behavior. Furthermore, the time spent in the center of the open-field test was directly proportional to the duration of burying behavior. Chemogenetic activation of ZI neurons extended the burying time and concomitantly ameliorated anxiety-like behavior. Importantly, chemogenetic enhancement of projection from ZI neurons to the ventral periaqueductal gray (vPAG), a brain region that plays a critical role in autonomic function, normalizes anxious behavior without influencing burying behavior. Collectively, these findings systematically reveal the functions and underlying mechanisms of the ZI-vPAG circuit in controlling behaviors akin to anxiety, offering significant insights into ZI's role in the pathophysiology of anxiety disorders.