A classical view of the neuroendocrine–immune network assumes bidirectional interactions where pro-inflammatory cytokines influence hypothalamic–pituitary–adrenal (HPA) axis-derived hormones that subsequently affect cytokines in a permanently servo-controlled circle. Nevertheless, this picture has been continuously evolving over the last years as a result of the discovery of redundant expression and extended functions of many of the molecules implicated. Thus, cytokines are not only expressed in cells of the immune system but also in the central nervous system, and many hormones present at hypothalamic–pituitary level are also functionally expressed in the brain as well as in other peripheral organs, including immune cells. Because of this intermingled network of molecules redundantly expressed, the elucidation of the unique roles of HPA axis-related molecules at every level of complexity is one of the major challenges in the field. Genetic engineering in the mouse offers the most convincing method for dissecting in vivo the specific roles of distinct molecules acting in complex networks. Thus, various immunological, behavioral, and signal transduction studies performed with different HPA axis-related mutant mouse lines to delineate the roles of β-endorphin, the type 1 receptor of corticotropin-releasing hormone (CRHR1), and its ligand CRH will be discussed here.