Genome-wide gene expression analyses are invaluable tools for increasing our knowledge of biological and disease processes, allowing a hypothesis-free comparison of gene expression profiles across experimental groups, tissues and cell types. Traditionally, transcriptomic data analysis has focused on gene-level effects found by differential expression. In recent years, network analysis has emerged as an important additional level of investigation, providing information on molecular connectivity, especially for diseases associated with a large number of linked effects of smaller magnitude, like neuropsychiatric disorders and their risk factors, including stress. In this manuscript, we describe how combined differential expression and prior-knowledge-based differential network analysis can be used to explore complex datasets. As an example, we analyze the transcriptional responses following administration of the glucocorticoid/stress hormone receptor agonist dexamethasone in C57Bl/6 mice, in 8 brain regions important for stress processing: the prefrontal cortex, the amygdala, the paraventricular nucleus of the hypothalamus, the cerebellar cortex, and sub regions of the hippocampus: the dorsal and ventral Cornu Ammonis 1, the dorsal and ventral dentate gyrus. By applying a combination of differential network- and differential expression-analyses, we find that these explain distinct but complementary aspects and biological mechanisms of the responses to the stimulus. In addition, network analysis identifies new differentially connected partners of important genes and can be used to generate hypotheses on specific molecular pathways affected. With this work, we provide an analysis framework and a publicly available resource for the study of the transcriptional landscape of the mouse brain: DiffBrainNet (http://diffbrainnet.psych.mpg.de), which can identify molecular pathways important for basic functioning and response to glucocorticoids in a brain-region specific manner.