Maternal separation, hypoxia, and hypothermia are common stressors in the premature neonate. Using our rat model of human prematurity, we evaluated sexual dimorphisms in the long-term effects of these neonatal stressors on behavior of the hypothalamic-pituitary-adrenal (HPA) axis in adult rats. Neonatal rats were exposed daily on postnatal days 2 to 6 to maternal separation with normoxia, with hypoxia allowing spontaneous hypothermia, with hypothermia per se, and with hypoxia while maintaining isothermia with external heat. The major findings were that (a) prior maternal-neonatal separation during the first week of postnatal life attenuated the plasma ACTH and corticosterone response to restraint stress in adult male but not female rats, (b) prior neonatal hypothermia augmented the plasma ACTH and corticosterone response to restraint stress in adult male rats, but not female rats, and (c) changes in hypothalamic, pituitary, and adrenal mRNA expression did not account for most of these HPA axis effects. Most of the programming effects on adult HPA axis was attributed to prior maternal-neonatal separation alone (with normoxia) because the addition of hypoxia with spontaneous hypothermia, hypothermia per se, and hypoxia while preventing hypothermia during maternal-neonatal separation had minimal effects on the HPA axis. These results may inform strategies to prevent sexually dimorphic sequelae of neonatal stress including those due to medical interventions.