There is an increasing requirement for tools to assess and improve animal welfare in an objective and scientifically based manner. In our research a concept of welfare is applied which states that welfare is determined by the balance between positive and negative experiences. This concept implies that an interaction exists between stress systems and reward systems in the brain and, as a consequence: (I) negative experiences induce an increased sensitivity (ie need) for positive experiences; and (II) negative experiences can be compensated for by positive experiences. On this basis, two uses of reward-related behaviour can be hypothesised: (I) reward sensitivity may be used as a tool to assess the state of an animal in terms of welfare because it can indicate the current state of the balance that is dependent on previous (stressful) experiences; and (II) regular presentation of rewards may serve as a tool to counteract stress by shifting the balance to the positive side and, thus, to improve welfare. In order to investigate this, we used the rat as a model. Reward sensitivity was determined by the spontaneous behavioural response shown during expectation of a reward (ie anticipatory behaviour). A third (III) use of reward-related behaviour derives from the fact that anticipatory behaviour is influenced by the (rewarding) properties of the forthcoming reward (or other event) and, thus, may serve as a tool to assess the animal's perception of this reward/event. This paper presents a descriptive overview of the evidence obtained thus far for the three proposed uses of reward-related behaviour. The biological background of our concept of welfare can be generalised to all (vertebrate) species, and anticipatory behaviour can be evoked in a wide range of other species. Therefore, this tool for measuring and improving the welfare of captive animals has great potential and will contribute to a good quality of life for captive animals.