Chronic stress triggers a variety of physical and mental health problems, and how individuals cope with stress influences risk for emotional disorders. To investigate molecular mechanisms underlying distinct stress coping styles, we utilized rats that were selectively-bred for differences in emotionality and stress reactivity. We show that high novelty responding (HR) rats readily bury a shock probe in the defensive burying test, a measure of proactive stress coping behavior, while low novelty responding (LR) rats exhibit enhanced immobility, a measure of reactive coping. Shock exposure in the defensive burying test elicited greater activation of HR rats’ caudal dorsal raphe serotonergic cells compared to LRs, but lead to more pronounced activation throughout LRs’ amygdala (lateral, basolateral, central, and basomedial nuclei) compared to HRs. RNA-sequencing revealed 271 mRNA transcripts and 33 microRNA species that were differentially expressed in HR/LR raphe and amygdala. We mapped potential microRNA-mRNA networks by correlating and clustering mRNA and microRNA expression and identified networks that differed in either the HR/LR dorsal raphe or amygdala. A dorsal raphe network linked three microRNAs which were down-regulated in LRs (miR-206-3p, miR-3559-5p, and miR-378a-3p) to repression of genes related to microglia and immune response (Cd74, Cyth4, Nckap1l, and Rac2), the genes themselves were up-regulated in LR dorsal raphe. In the amygdala, another network linked miR-124-5p, miR-146a-5p, miR-3068-3p, miR-380-5p, miR-539-3p, and miR-7a-1-3p with repression of chromatin remodeling-related genes (Cenpk, Cenpq, Itgb3 bp, and Mis18a). Overall this work highlights potential drivers of gene-networks and downstream molecular pathways within the raphe and amygdala that contribute to individual differences in stress coping styles and stress vulnerabilities.