Study design and experimental tools are crucial for good quality science, and an essential part of it is the choice of control groups to best test the hypothesis. Two of the standard control groups in physiological and pharmacological research are needle pricking without substance injection (Sham) and/or vehicle injection (Saline). However, both needle pricking and saline injection can act as stressors, potentially influencing the analyzed outcome. This raises the question of whether the dependent variable remains unaffected by the stress induced by these procedures. Despite the significance of this issue, very few studies have investigated the behavioral effects of a single intraperitoneal (I.P.) Sham and/or single I.P. Saline injection in mice, and those that have used mostly adult males. In this study, we investigated if a single I.P. Sham and/or I.P. Saline injection affects female and male prepubertal (4-weeks-old) mice behavior. After Sham or Saline injection, we examined exploratory/motor behavior (open field test - OFT), anxiety-like behavior (elevated plus-maze - EPM), and behavioral despair/depressive-like behavior (forced swimming test - FST). We observed that both Sham prepubertal females and males showed behavioral alterations in OFT and EPM, and Saline males showed behavioral alterations in OFT and FST. On the other hand, prepubertal Saline females showed an increase in exploratory behavior, risk assessment/anxiety-like behavior, and behavioral despair/depressive-like behavior. Thus, our findings indicate that control procedures commonly used in physiological and pharmacological experimental designs affect the behavior of prepubescent mice, with more pronounced effects in females than in males. This study suggests considering Naïve animals together with Sham and/or Vehicle for a better and more honest interpretation of the data.