Current standard treatments for chronic prostatitis/chronic pelvic pain syndrome (CP/CPPS), a urological disorder with anxiety as a major comorbidity, are limited in success rates. Recent findings revealed the anti-inflammatory and neuroprotective effects of CO-releasing molecules (CO-RMs), but there is a gap in the knowledge on its effects in CP/CPPS. Therefore, the objective of our study was to investigate the potential therapeutic effects of CORM-A1 on the scrotal pain threshold and anxiety-related behaviors in experimental model of CP/CPPS. Adult Wistar albino male rats were randomized to Sham (intraprostatic saline) or CP/CPPS (intraprostatic λ-carrageenan) groups (n = 12). Half received CORM-A1 (2 mg/kg/day, i.p., days 1–7), others PBS, forming four subgroups (n = 6). The pain threshold (by an electronic von Frey esthesiometer) and anxiety-like behavior (by an open field, elevated plus maze and light/dark test) were assessed; prostates were histologically examined. Carrageenan-induced CP/CPPS caused significant mechanical pain hypersensitivity (p < 0.001), anxiety-like behaviors (p < 0.001–0.05), and histological prostate damage when compared to corresponding Sham groups. CORM-A1 treatment increased pain thresholds (p < 0.001) and improved behavioral outcomes (p < 0.001–0.01) in all ethological tests. These findings indicate that CORM-A1 exerts analgesic and anxiolytic effects in an experimental model of CP/CPPS in rats.