The diversity of actions of the glucocorticoid stress hormones among individuals and within organs, tissues and cells is shaped by age, gender, genetics, metabolism, and the quantity of exposure. However, such factors cannot explain the heterogeneity of responses in the brain within cells of the same lineage, or similar tissue environment, or in the same individual. Here, we argue that the stress response is continuously updated by synchronized neural activity on large-scale brain networks. This occurs at the molecular, cellular and behavioral levels by crosstalk communication between activity-dependent and glucocorticoid signaling pathways, which updates the diversity of responses based on prior experience. Such a Bayesian process determines adaptation to the demands of the body and external world. We propose a framework for understanding how the diversity of glucocorticoid actions throughout brain networks is essential for supporting optimal health, while its disruption may contribute to the pathophysiology of stress-related disorders, such as major depression, and resistance to therapeutic treatments.