An effect of antiferromagnetic fluctuations on single-particle excitations is examined on the basis of an extended dynamical mean-field theory that takes account of long-range spin fluctuations onto the local self energy. We demonstrate that the single-particle spectral intensity in the two-dimensional Hubbard model at half-filling exhibits the pseudo-gap behavior near the Fermi energy due to the critical antiferromagnetic fluctuations. We also show that for the symmetric case in the Anderson lattice model, the hybridized-band gap is enlarged by the antiferromagnetic fluctuations. In both models the antiferromagnetic fluctuations suppress the double occupancy of the correlated electrons.