The mammalian stress response is an integrated physiological and psychological reaction to real or perceived adversity. Glucocorticoids (GCs) are an important component of this response, acting to redistribute energy resources to both optimize survival in the face of challenge and restore homeostasis after the immediate threat has subsided. Release of GCs is mediated by the hypothalamo-pituitary-adrenocortical (HPA) axis, driven by a neural signal originating in the paraventricular nucleus (PVN). Stress levels of GCs bind to glucocorticoid receptors (GRs) in multiple body compartments, including brain, and consequently have wide-reaching actions. For this reason, GCs serve a vital function in feedback inhibition of their own secretion. Fast, non-genomic feedback inhibition of the HPA axis is mediated at least in part by GC signaling in the PVN, acting by a cannabinoid-dependent mechanism to rapidly reduce both neural activity and GC release. Delayed feedback termination of the HPA axis response is mediated by forebrain GRs, presumably by genomic mechanisms. GCs also act in the brainstem to attenuate neuropeptidergic excitatory input to the PVN via acceleration of mRNA degradation, providing a mechanism to attenuate future responses to stressors. Thus, rather than having a single defined feedback switch, GCs work through multiple neurocircuits and signaling mechanisms to coordinate HPA axis activity to suit the overall needs of multiple body systems.