Morphine has been shown to increase the expression of brain‐derived neurotrophic factor (BDNF) in the brain. However, little is known about the effect of conditioned naloxone‐precipitated morphine withdrawal on BDNF and its precursor protein, proBDNF. We used the conditioned place aversion (CPA) paradigm to evaluate the role of corticotropin‐releasing factor (CRF)/CRF1 receptor signaling on the BDNF expression and corticosterone plasma levels after CPA expression and extinction. Male mice were rendered dependent on morphine and injected acutely with naloxone before paired to confinement in a naloxone‐associated compartment. The expression of BDNF and proBDNF in the dentate gyrus (DG) and basolateral amygdala (BLA) was measured in parallel with the corticosterone plasma levels with and without CRF1 receptor blockade. Mice subjected to conditioned naloxone‐induced morphine withdrawal showed an increased expression of BDNF (in DG and BLA) in parallel with an enhancement of corticosterone plasma levels. These results demonstrated that BDNF expression together with the increased activity of hypothalamic‐pituitary‐adrenocortical (HPA) axis are critical to the acquisition of aversive memory. However, we have observed a decrease in corticosterone plasma levels and BDNF expression after CPA extinction reaffirming the importance of BDNF in the maintenance of aversive memory. In addition, the pre‐treatment with the CRF1 receptor antagonist CP‐154 526 before naloxone conditioning session impaired morphine withdrawal‐induced aversive memory acquisition, the increased corticosterone plasma levels, and the expression of BDNF observed after CPA expression in the DG and BLA. Altogether, present results are suggesting a clear connection between HPA axis and BDNF in the formation and extinction of aversive memory.