Aim Impaired resilience to stress may be a factor in sudden infant death syndrome (SIDS). However, no comprehensive studies have been performed on polymorphisms that are relevant to the hypothalamic–pituitary–adrenal (HPA) axis, which regulates the stress hormone cortisol. Methods We analysed 22 relevant single nucleotide polymorphisms (SNPs) in 206 anonymised SIDS cases who died at a mean of 131 days (range: 5–343) and 256 adult controls who were recruited from paternity testing cases. Additional stratified analyses were performed for sex, age and season of death. Both the cases and the controls were Caucasian. Results Variants for rs2235543 (HSD11B1) and rs3779250 (CRHR2) were associated with SIDS in the overall analysis, and borderline for rs2446432 (CRH), at least before corrections for multiple testing. A combination of these three variants was observed in 52.9% of SIDS cases but only 43.0% of controls (p = 0.039). Five or more variants showed an association in the subgroups. Conclusion Our findings suggest that the HPA axis influences SIDS and supports the hypothesis that an inadequate stress response may add to the risk. The associated variants for rs2235543, rs3779250 and rs2446432 appeared to decrease the cortisol concentration and impair an appropriate stress response.