Glucocorticoids (CORT) are well‐known as important regulators of behaviour and cognition at basal levels and under stress. However, the precise mechanisms governing CORT action and functional outcomes of this action in the brain remain unclear, particularly in model systems other than rodents. In the present study, we investigated the dynamics of CORT regulation in the zebra finch, an important model system for vocal learning, neuroplasticity and cognition. We tested the hypothesis that CORT is locally regulated in the zebra finch brain by quantifying regional and stress‐related variation in total CORT across brain regions. In addition, we used an ex vivo slice culture system to test whether CORT regulates target gene expression uniquely in discrete regions of the brain. We documented a robust increase in brain CORT across regions after 30 minutes of restraint stress but, interestingly, baseline and stress‐induced CORT levels varied between regions. In addition, CORT treatment of brain slice cultures differentially affected expression of three CORT target genes: it up‐regulated expression of FKBP5 in most regions and SGK1 in the hypothalamus only, whereas GILZ was unaffected by CORT treatment across all brain regions investigated. The specific mechanisms producing regional variation in CORT and CORT‐dependent downstream gene expression remain unknown, although these data provide additional support for the hypothesis that the songbird brain employs regulatory mechanisms that result in precise control over the influence of CORT on glucocorticoid‐sensitive neural circuits.