An inadequate stress response is associated with impaired neuroimmunoendocrine communication, increasing morbidity and mortality. Since catecholamines (CA) constitute one of the acute stress response pathways, female mice with an haploinsufficiency of the tyrosine hydroxylase gene (TH-HZ), the main limiting enzyme in CA synthesis, show low CA amounts, exhibiting an impairment of homeostatic systems. The aim of this study was to investigate the effect of a punctual stress in TH-HZ mice, determining the differences with wild-type (WT) mice and those due to sex by restraint with a clamp for 10 min. After restraint, a behavioral battery was performed, and several immune functions, redox state parameters, and CA amounts were evaluated in peritoneal leukocytes. Results show that this punctual stress impaired WT behavior and improved female WT immunity and oxidative stress, whereas in TH-HZ mice, all parameters were impaired. In addition, different responses to stress due to sex were observed, with males having a worse response. In conclusion, this study confirms that a correct CA synthesis is necessary to deal with stress, and that when a positive stress (eustress) occurs, individuals may improve their immune function and oxidative state. Furthermore, it shows that the response to the same stressor is different according to sex.