Background: Nicotine-containing vaporized liquids—composed of propylene glycol, glycerin, water, flavorings, and the thickening agent vitamin E acetate—have been implicated in the development of EVALI. Under conditions of low liquid levels and overheating, these substances release toxic carbonyl compounds (e.g., formaldehyde, acetaldehyde, acrolein). In a 2019 national survey, 3.5% of adolescents aged 13–15 reported cigarette use, and 10% used e-cigarettes. Aim: To study the changes in the behavior, lung, and hippocampal structures of rats due to the effects of electronic cigarettes and their vapor. Materials and Methods: In this study, nineteen 14-day-old SHR rats were exposed to 1 g/mg/day of nicotine and dry hit vapor (control, nicotine and dry hit groups) for four weeks. Behavioral assessments (Open Field Test, Elevated Plus Maze, Conditioned Place Preference), bronchoalveolar lavage (BAL), and histological analysis of lung and hippocampal tissue were conducted. Results: The dry hit vapor group showed significantly reduced body weight (p=0.034), increased anxiety (p=0.006, p=0.025), and avoidance of the smoky chamber. BAL revealed elevated total cells, neutrophils, and macrophages (p=0.01, p=0.04) in both nicotine and dry hit groups. Lung tissue exhibited alveolar septal thickening, inflammation, and emphysema- like changes. Extensive neuronal death was observed in the hippocampus. Conclusion Anxiety-like behavior was observed in both the burn and control groups. Analysis of BAL in the dry hit group revealed inflammation predominantly characterized by macrophage infiltration. Histological examination of lung tissue from both experimental groups demonstrated a reduction in the number of alveoli, accompanied by acute inflammation and thickening of the interalveolar septa. In the hippocampal region, neuronal loss and a reduction in neuronal density were also observed.