The hypothalamic–pituitary–adrenal axis is known to be involved in the pathogenesis of epilepsy and psychiatric disorders. Epileptic seizures (ESs) and psychogenic non-epileptic seizures (PNESs) are frequently differentially misdiagnosed. This study aimed to evaluate changes in serum cortisol and prolactin levels after ESs and PNESs as possible differential diagnostic biomarkers. Patients over 18 years with ESs (n = 29) and PNESs with motor manifestations (n = 45), captured on video-EEG monitoring, were included. Serum cortisol and prolactin levels as well as hemograms were assessed in blood samples taken at admission, during the first hour after the seizure, and after 6, 12, and 24 h. Cortisol and prolactine response were evident in the ES group (but not the PNES group) as an acute significant increase within the first hour after seizure. The occurrence of seizures in patients with ESs and PNESs demonstrated different circadian patterns. ROC analysis confirmed the accuracy of discrimination between paroxysmal events based on cortisol response: the AUC equals 0.865, with a prediction accuracy at the cutoff point of 376.5 nmol/L 0.811 (sensitivity 86.7%, specificity 72.4%). Thus, assessments of acute serum cortisol response to a paroxysmal event may be regarded as a simple, fast, and minimally invasive laboratory test contributing to differential diagnosis of ESs and PNESs.