Diabetes mellitus exerts metabolic stress on cells and it provokes a chronic increase in the long-term activity of the hypothalamus-pituitary-adrenocortical (HPA) axis, perhaps thereby contributing to insulin resistance. GLP-1 receptor (GLP-1R) agonists are pleiotropic hormones that not only affect glycaemic and metabolic control, but they also produce many other effects including activation of the HPA axis. In fact, several of the most relevant effects of GLP-1 might involve, at least in part, the modulation of the HPA axis. Thus, the anorectic activity of GLP-1 could be mediated by increasing CRF at the hypothalamic level, while its lipolytic effects could imply a local increase in glucocorticoids and glucocorticoid receptor (GC-R) expression in adipose tissue. Indeed, the potent activation of the HPA axis by GLP-1R agonists occurs within the range of therapeutic doses and with a short latency. Interestingly, the interactions of GLP-1 with the HPA axis may underlie most of the effects of GLP-1 on food intake control, glycaemic metabolism, adipose tissue biology and the responses to stress. Moreover, such activity has been observed in animal models (mice and rats), as well as in normal humans and in type I or type II diabetic patients. Accordingly, better understanding of how GLP-1R agonists modulate the activity of the HPA axis in diabetic subjects, especially obese individuals, will be crucial to design new and more efficient therapies for these patients.