Aim Sepsis has been associated with acute behavioural changes in humans and rodents, which consists of a motivational state and an adaptive response that improve survival. However, the involvement of peripheral cytokines synthesized during systemic inflammation as modulators of the tonic immobility (TI) defensive behaviour remains a literature gap. Our purposes were to characterize the TI defensive behaviour in endotoxemia guinea‐pigs at acute phase and after recovery from the initial inflammatory challenge. Furthermore, we investigated whether peri‐aqueductal grey matter (PAG) exists as a brain structure related to this behaviour and also pro‐inflammatory cytokines, tumour necrosis factor (TNF)‐α and interleukin (IL)‐1β, act at this mesencephalic nucleus. Methods Endotoxemia was induced by lipopolysaccharide (LPS) administration in guinea‐pigs. The parameters evaluated included TI defensive behaviour, survival, cytokines production, as well as neuronal activation and apoptosis in the PAG. Results Endotoxemia guinea‐pigs exhibited a reduction in the duration of TI episodes, starting at 2 h after LPS administration and persisting throughout the experimental period evaluated over 7 days. Moreover, endotoxemia increased the c‐FOS immunoreactivity of neurones in the ventrolateral PAG (vlPAG), as well as the caspase‐3 expression. The LPS microinjection into vlPAG reproduces the same compromise, that is a decrease in the duration of TI defensive behaviour, observed after the peripheral administration. The immunoneutralization against IL‐1β and TNF‐α into vlPAG reverts all the effects produced by peripheral LPS administration. Conclusion Our findings confirm that vlPAG is an important brain structure involved in the behavioural alterations induced by endotoxemia, possibly changing the neuronal activity caused by pro‐inflammatory cytokines produced peripherally.