In fear conditioning, where a conditioned stimulus predicts the arrival of an aversive stimulus, the animal encodes the time interval between the two stimuli. Here we monitored respiration to visualize anticipatory behavioral responses in an odor fear conditioning in rats, while recording theta (5–15 Hz) and gamma (40–80 Hz) brain oscillatory activities in the medial prefrontal cortex (mPFC), basolateral amygdala (BLA), dorsomedial striatum (DMS) and olfactory piriform cortex (PIR). We investigated the temporal patterns of respiration frequency and of theta and gamma activity power during the odor-shock interval, comparing two interval durations. We found that akin to respiration patterns, theta temporal curves were modulated by the duration of the odor-shock interval in the four recording sites, and respected scalar property in mPFC and DMS. In contrast, gamma temporal curves were modulated by the interval duration only in the mPFC, and in a manner that did not respect scalar property. This suggests a preferential role for theta rhythm in interval timing. In addition, our data bring the novel idea that the respiratory rhythm might take part in the setting of theta activity dynamics related to timing.