Stress can cause pregnancy failure but it is unclear how the mother's neuroendocrine system responds to stress to impair mechanisms establishing implantation. We analysed stress-evoked hypothalamic-pituitary-adrenal (HPA) axis responses in early pregnant mice. HPA axis secretory responses to immune stress in early-mid pregnancy were strong and similar to that in virgins, although activation of hypothalamic vasopressin neurones, rather than corticotrophin-releasing hormone neurones, may be more important in the stress response in pregnancy. The site and mode of detrimental glucocorticoid action in pregnancy is not established. Because circulating prolactin is important for progesterone secretion and pregnancy establishment, we also hypothesised that stress negatively impacts on prolactin and its neuroendocrine control systems in early pregnant mice. Basal prolactin secretion was profoundly inhibited by either immune or fasting stress in early pregnancy. Prolactin release is inhibited by tonic dopamine release from tuberoinfundibular (TIDA) neurones. However, immune stress did not increase TIDA neurone activity in the median eminence in pregnant mice [measured by 3,4-dihydroxyphenylacetic acid (DOPAC) content and the DOPAC: dopamine ratio]. By contrast, both immune stress and fasting caused weak induction of Fos in TIDA neurones. However, Fos induction does not always reflect dopamine secretion. Taken together, the data suggest that the stress-evoked profound reduction in prolactin secretion does not involve substantially increased dopamine activity as anticipated. In pregnancy, there was also attenuated recruitment of parvocellular paraventricular nucleus neurones and increased activation of brainstem noradrenergic nuclei after immune stress, indicating that other mechanisms may be involved in the suppression of prolactin secretion. In summary, low prolactin and increased circulating glucocorticoids together may partly explain how a mother's endocrine system mediates stress-induced pregnancy failure.