Inflammation-induced activation of the hypothalamic–pituitary–adrenal (HPA) axis has been suggested to depend on prostaglandins, but the prostaglandin species and the prostaglandin-synthesizing enzymes that are responsible have not been fully identified. Here, we examined HPA axis activation in mice after genetic deletion or pharmacological inhibition of prostaglandin E₂-synthesizing enzymes, including cyclooxygenase-1 (Cox-1), Cox-2, and microsomal prostaglandin E synthase-1 (mPGES-1). After immune challenge by intraperitoneal injection of lipopolysaccharide, the rapid stress hormone responses were intact after Cox-2 inhibition and unaffected by mPGES-1 deletion, whereas unselective Cox inhibition blunted these responses, implying the involvement of Cox-1. However, mPGES-1-deficient mice showed attenuated transcriptional activation of corticotropin-releasing hormone (CRH) that was followed by attenuated plasma concentrations of adrenocorticotropic hormone and corticosterone. Cox-2 inhibition similarly blunted the delayed corticosterone response and further attenuated corticosterone release in mPGES-1 knock-out mice. The expression of the c-fos gene, an index of synaptic activation, was maintained in the paraventricular hypothalamic nucleus and its brainstem afferents both after unselective and Cox-2 selective inhibition as well as in Cox-1, Cox-2, and mPGES-1 knock-out mice. These findings point to a mechanism by which (1) neuronal afferent signaling via brainstem autonomic relay nuclei and downstream Cox-1-dependent prostaglandin release and (2) humoral, CRH transcription-dependent signaling through induced Cox-2 and mPGES-1 elicited PGE₂ synthesis, shown to occur in brain vascular cells, play distinct, but temporally supplementary roles for the stress hormone response to inflammation.