The aberrant expression of specific long noncoding RNAs (lncRNAs) has been associated with cognitive and psychiatric disorders. Although a growing number of lncRNAs are now known to regulate neural cell development and function, relatively few lncRNAs have been shown to underlie animal behavior. Pnky is an evolutionarily conserved, neural lncRNA that regulates brain development. Using mouse genetic strategies, we show that Pnky has sex-specific roles in mouse behavior and that this lncRNA can underlie specific behavior by functioning in trans. Male Pnky-knockout mice have decreased context generalization in a paradigm of associative fear learning and memory. In female Pnky-knockout mice, there is an increase in the acoustic startle response, a behavior that is altered in affective disorders. Remarkably, expression of Pnky from a bacterial artificial chromosome transgene decreases the acoustic startle response in female Pnky-knockout mice, demonstrating that Pnky can modulate specific animal behavior by functioning in trans. More broadly, these studies illustrate how specific lncRNAs can underlie cognitive and mood disorders.