A multiple number of studies provide evidence that vasopressin (AVP) and steroid hormones are frequently secreted together and closely cooperate in the regulation of blood pressure, metabolism, water-electrolyte balance, and behavior, securing thereby survival and comfort of life. Vasopressin interacts with hormones of the hypothalamo-pituitary-adrenal axis (HPA) at several levels through regulation of release of corticotropin-releasing hormone (CRH), adrenocorticotropic hormone ACTH, and multiple steroid hormones, as well as through interactions with steroids in the target organs. The interactions are facilitated by positive and negative feedbacks occurring between specific components of the HPA axis with engagement of other regulatory molecules. Altogether AVP and HPA cooperate closely as a coordinated functional AVP-HPA system. It has been shown that cooperation between AVP and steroid hormones may be affected by the cellular stress combined with hypoxia, and by metabolic, cardiovascular and respiratory disorders, neurogenic stress and inflammation. Growing evidence indicates that central and peripheral interactions of AVP and steroid hormones are reprogrammed in cardiovascular diseases and that the rearrangements play either beneficial or harmful effects. The present review highlights specific mechanisms of interactions of AVP and steroids at cellular and systemic levels and analyses consequences of inappropriate cooperation between various components of the AVP-HPA system for the regulation of the cardiovascular system and energy balance in cardiovascular and metabolic diseases.