Major depressive disorder (MDD) is a common, serious and in some cases life‐threatening condition and affects approximately 350 million people globally (Otte et al., 2016). The magnitude of the clinical burden reflects the limited effectiveness of current available therapies. The current prescribed antidepressants are based on modulating monoaminergic neurotransmission, i.e. they improve central availability of serotonin, norepinephrine and dopamine. However, they are associated with a high rate of partial or non-response, delayed response onset and limited duration. Actually more than 50% of the patients fail to respond to their first antidepressant they receive. Therefore there is a need of new treatment approaches targeting other systems than the monoaminergic pathway. One of the most robust findings in biological psychiatry is a dysregulation of the hypothalamic-pituitary-adrenal (HPA) axis in major depression (Holsboer, 2000). Many studies observed an increased production of the corticotropin-releasing hormone (CRH) in the hypothalamus, leading to an increased release of adrenocorticotropic hormone (ACTH) from the pituitary and subsequently to an enhanced production of cortisol in the adrenal cortex. Due to an impaired sensitivity of the glucocorticoid receptor (GR) the negative feedback mechanisms usually restoring homeostasis after a stress triggered cortisol release are not functioning properly (Holsboer, 2000, Pariante and Miller, 2001). However, treatment strategies targeting the GR or the CRH receptors have not been successful for a general patient population. Selecting the right patients for these treatment alternatives may improve therapy outcome, since a dysregulation of the HPA axis affects only 40-60 % of the depressed patients. Thus, patients with a dysregulated HPA axis have first to be identified and then allocated to a specific treatment regime. Tests like the dexamethasone-suppression-test (DST) or the dex-CRH test have been shown to uncover GR sensitivity deficits, but are not routinely applied in the clinical setting. Recently, the dexamethasone-induced gene expression could uncover GR alterations in participants suffering from major depression and job-related exhaustion (Menke et al., 2012, Menke et al., 2013, Menke et al., 2014, Menke et al., 2016). Actually, by applying the dexamethasone-stimulation test we found a GR hyposensitivity in depressed patients (Menke et al., 2012) and a GR hypersensitivity in subjects with job-related exhaustion (Menke et al., 2014). These alterations normalized after clinical recovery (Menke et al., 2014). Interestingly, the dexamethasone-stimulation test also uncovered FKBP5 genotype dependent alterations in FKBP5 mRNA expression in depressed patients and healthy controls (Menke et al., 2013). FKBP5 is a co-chaperone which modulates the sensitivity of the GR (Binder, 2009). In addition, the dexamethasone-stimulation test provided evidence of common genetic variants that modulate the immediate transcriptional response to GR activation in peripheral human blood cells and increase the risk for depression and co-heritable psychiatric disorders (Arloth et al., 2015). In conclusion, the molecular dexamethasone-stimulation test may thus help to characterize subgroups of subjects suffering from stress-related conditions and in the long-run may be helpful to guide treatment regime as well as prevention strategies. 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