Stress is associated with psychiatric disorders which show sex differences in expression. Application of chronic stressors to rodents has been used as a model for understanding the bases of these sex differences and for developing new treatments. Female rats are more resilient than males to chronic restraint stress in the cognitive domain, and estradiol, of both ovarian and neural origin, contributes to this resilience. For anxiety, chronic stress appears anxiogenic in both sexes, and limited information suggests that estradiol does not alter anxiety responses to stress. Depression in males is enhanced following different chronic stressors, but a lack of studies in females limits determining whether females are more resilient or susceptible to stress-dependent depression. These findings are presented and discussed within the framework of making the animal models more consistent with the behavioral phenotype of human females and for improving future research.