Traumatic brain injury (TBI) is a major health problem affecting millions of people worldwide and leading to death or permanent damage. TBI affects the hypothalamic–pituitary–adrenal (HPA) axis either by primary injury to the hypothalamic–hypophyseal region or by secondary vascular damage, brain, and/or pituitary edema, vasospasm, and inflammation. Neuroendocrine dysfunctions after TBI have been clinically described in all hypothalamic–pituitary axes. We established a mild TBI (mTBI) in rats by using the controlled cortical impact (CCI) model. The hypothalamus, pituitary, and adrenals were collected in the acute (24 h) and chronic (30 days) groups after TBI, and we investigated transcripts and protein-related autophagy (Lc3, Bcln1, P150, Ulk, and Atg5) and apoptosis (pro-caspase-3, cleaved caspase-3). Transcripts related to autophagy were reduced in the hypothalamus, pituitary, and adrenals after TBI, however, this was not reflected in autophagy-related protein levels. In contrast, protein markers related to apoptosis increased in the adrenals during the acute phase and in the pituitary during the chronic phase. TBI stresses induce a variation of autophagy-related transcripts without modifying the levels of their proteins in the HPA axis. In contrast, protein markers related to apoptosis are increased in the acute phase in the adrenals, which could lead to impaired communication via the hypothalamus, pituitary, and adrenals. This may then explain the permanent pituitary damage with increased apoptosis and inflammation in the chronic phase. These results contribute to the elucidation of the mechanisms underlying endocrine dysfunctions such as pituitary and adrenal insufficiency that occur after TBI. Although the adrenals are not directly affected by TBI, we suggest that the role of the adrenals along with the hypothalamus and pituitary should not be ignored in the acute phase after TBI.