Our aim was to assess the cognitive and emotional state, as well as related-changes in the glucocorticoid receptor (GR), the corticotropin-releasing factor (CRF) and the brain-derived neurotrophic factor (BDNF) expression of adolescent C57BL/6J male mice after a five-week two-bottle choice protocol (postnatal day (pd) 21 to pd52). Additionally, we wanted to analyse whether the behavioural and neurobiological effects observed in late adolescence (pd62) lasted until adulthood (pd84). Behavioural testing revealed that alcohol during early adolescence increased anxiety-like and compulsive-related behaviours, which was maintained in adulthood. Concerning cognition, working memory was only altered in late adolescent mice, whereas object location test performance was impaired in both ages. In contrast, novel object recognition remained unaltered. Immunohistochemical analysis showed that alcohol during adolescence diminished BDNF+ cells in the cingulate cortex, the hippocampal CA1 layer and the central amygdala. Regarding hypothalamic-pituitary-adrenal axis (HPA) functioning, alcohol abuse increased the GR and CRF expression in the hypothalamic paraventricular nucleus and the central amygdala. Besides this, GR density was also higher in the prelimbic cortex and the basolateral amygdala, regardless of the animals’ age. Our findings suggest that adolescent alcohol exposure led to long-term behavioural alterations, along with changes in BDNF, GR and CRF expression in limbic brain areas involved in stress response, emotional regulation, and cognition.