Performance and cognitive effort in humans have recently been related to amplitude and multisite coherence of alpha (7-12 Hz) and theta (4-7 Hz) band electroencephalogram oscillations. I examined this phenomenon in rats by using theta band oscillations of the local field potential to signify sniffing as a sensorimotor process. Olfactory bulb (OB) theta oscillations are coherent with those in the dorsal hippocampus (HPC) during odor sniffing in a two-odor olfactory discrimination task. Coherence is restricted to the high-frequency theta band (6-12 Hz) associated with directed sniffing in the OB and type 1 theta in the HPC. Coherence and performance fluctuate on a time scale of several minutes. Coherence magnitude is positively correlated with performance in the two-odor condition but not in extended runs of single odor conditional-stimulus-positive trials. Simultaneous with enhanced OB-HPC theta band coherence during odor sniffing is a significant decrease in lateral entorhinal cortex (EC)-HPC and OB-EC coherence, suggesting that linkage of the olfactory and hippocampal theta rhythms is not through the synaptic relay from OB to HPC in the lateral EC. OB-HPC coupling at the sniffing frequency is proposed as a mechanism underlying olfactory sensorimotor effort as a cognitive process.