The hypothalamic-pituitary-adrenal (HPA) and the hypothalamic-pituitary-gonadal (HPG) axes involvement or response to immune activation seems crucial for the control of excessive inflammatory and immune conditions such as autoimmune rheumatic diseases, including rheumatoid arthritis (RA). However, female patients seem to depend more on the HPA axis, whereas male patients seem to depend more on the HPG axis. In particular, hypoandrogenism may play a pathogenetic role in male RA patients because adrenal and gonadal androgens, both products of the HPA and HPG axes, are considered natural immunosuppressors. A significantly altered steroidogenesis of adrenal androgens (i.e., dehydroepiandrosterone sulfate, DHEAS and DHEA) in nonglucocorticoid-treated premenopausal RA patients has been described. The menopausal peak of RA suggests that estrogens and/or progesterone deficiency also play a role in the disease, and many data indicate that estrogens suppress cellular immunity, but stimulate humoral immunity (i.e., deficiency promotes cellular Th1-type immunity). A range of physical and psychosocial stressors are also implicated in the activation of the HPA axis and related HPG changes. Chronic and acute stressors appear to have different actions on immune mechanisms with experimental and human studies indicating that acute severe stressors may be even immunosuppressive, while chronic stress may enhance immune responses. The interactions between the immunological and neuroendocrine circuits is the subject of active and extensive ongoing research and might in the near future offer highly promising strategies for hormone-replacement therapies in RA.