Adverse conditions during early life are a risk factor for stress-related diseases such as depression and post-traumatic stress disorder (PTSD). How this long-term effect of early adversity occurs is not known, although evidence accumulates that the action of stress hormones is an important determinant. In rodents after a variety of experiences, even minor ones, during postnatal life permanent changes in emotional and neuroendocrine reactivity have been observed. Also stressful events occurring prenatally and even the pre-implantation hormonal conditions can have permanent consequences. Here we will focus on evidence obtained from (i) the blastocyst implantation during conditions of ovarian hyperstimulation, which is commonly used in the generation of transgenic mice; (ii) the stress system activity in the newborn under various conditions of maternal care; (iii) the long-term consequences of maternal separation procedures. The results clearly demonstrate that early experiences trigger immediate changes in the stress system that may permanently alter brain and behaviour.