Sex differences in the stress-induced activity of the hypothalamo-pituitary-adrenal axis in sheep appear to be dependent on the stressor encountered and occur irrespective of the presence of gonadal steroids. We tested the hypotheses that cortisol responses to exercise, endotoxin, wetting (experiment 1), and isolation/restraint (experiment 2) stress differ between gonadectomized male and female sheep. At weekly intervals (in experiment 1), we subjected gonadectomized rams and ewes (n = 6/group) to control conditions, to exercise stress, to iv injection of endotoxin, and to wetting stress. In a second experiment (experiment 2), we subjected gonadectomized rams and ewes (n = 5/group) to control conditions or to isolation/restraint stress. In both experiments, we measured plasma concentrations of cortisol before, during, and after stress at a frequency of at least 15 min with samples collected (from an indwelling jugular catheter) at a greater frequency around the time of the stressor. Cortisol responses to wetting (experiment 1) and isolation/restraint (experiment 2) stress were significantly higher in females compared with males but in response to exercise (experiment 1) and endotoxin (experiment 1) stress, there were no differences between the sexes. For some stressors, there are sex differences in sheep in the stress-induced activity of the hypothalamo-pituitary-adrenal axis that are independent of the presence of the sex steroids, but the existence of these sex differences and the direction of these sex differences differs, depending on the stressor imposed.