Stress-related psychiatric disorders, such as unipolar depression and post-traumatic stress disorder (PTSD), occur more frequently in women than in men. Emerging research suggests that sex differences in receptors for the stress hormones, corticotropin releasing factor (CRF) and glucocorticoids, contribute to this disparity. For example, sex differences in CRF receptor binding in the amygdala of rats may predispose females to greater anxiety following stressful events. Additionally, sex differences in CRF receptor signaling and trafficking in the locus coeruleus arousal center combine to make females more sensitive to low levels of CRF, and less adaptable to high levels. These receptor differences in females could lead to hyperarousal, a dysregulated state associated with symptoms of depression and PTSD. Similar to the sex differences observed in CRF receptors, sex differences in glucocorticoid receptor (GR) function also appear to make females more susceptible to dysregulation after a stressful event. Following hypothalamic pituitary adrenal axis activation, GRs are critical to the negative feedback process that inhibits additional glucocorticoid release. Compared to males, female rats have fewer GRs and impaired GR translocation following chronic adolescent stress, effects linked to slower glucocorticoid negative feedback. Thus, under conditions of chronic stress, attenuated negative feedback in females would result in hypercortisolemia, an endocrine state thought to cause depression. Together, these studies suggest that sex differences in stress-related receptors shift females more easily into a dysregulated state of stress reactivity, linked to the development of mood and anxiety disorders. The implications of these receptor sex differences for the development of novel pharmacotherapies are also discussed.