Background: There are clear sex differences in human stress responses and depression1-5. In order to determine the possible neurobiological basis for these differences we performed a systematic study of the sex difference in the rat hypothalamic molecular changes following acute foot shock (FS) and after chronic unpredictable stress (CUS). Methods: Female Sprague–Dawley rats were randomly divided into 6 groups: CUS rats sacrificed in proestrus or diestrus, FS rats sacrificed in proestrus or diestrus, and control rats sacrificed in proestrus or diestrus. Male Sprague–Dawley rats were also randomly divided into CUS, FS and control groups. Plasma levels of corticosterone (CORT), testosterone (T) and estradiol (E2), as well as the hypothalamic mRNA-expression of stress-related molecules were measured, including estrogen receptor α and β (ERα, ERβ), androgen receptor (AR), aromatase (ARO), mineralocorticoid receptor (MR), glucocorticoid receptor (GR), corticotrophin-releasing hormone (CRH), arginine vasopressin (AVP) and oxytocin (OXT). Results: Female CUS rats showed disordered estrus cycles, significantly increased plasma CORT, and decreased E2 and T plasma levels after FS or CUS. Rats in diestrus exhibited more significant changes in the hypothalamic stress-related molecules including ERβ, AR, GR and MR than those in proestrus phase. Male FS rats showed significantly increased plasma levels of CORT, a trend for increased E2 and no significant changes in T levels, while male CUS rats showed significantly increased CORT but decreased T levels. In addition, the male CUS rats only showed significantly increased AVP-mRNA expression in the hypothalamus. Conclusion: A clear sex difference was found: female rats were more sensitive to stress, both in peripheral hormone levels and in the hypothalamic molecular changes. Comparisons with human data are discussed.