Exposure to stress activates the hypothalamic-pituitary-adrenal axis and leads to increased levels of glucocorticoid (GC) hormones. Prolonged elevation of GC levels causes neuronal dysfunction, decreases the density of synapses, and impairs neuronal plasticity. Decreased sensitivity to glucocorticoids (glucocorticoid resistance) that develops as a result of chronic stress is one of the characteristic features of stress-induced psychopathologies. In this article, we reviewed the published data on proposed molecular mechanisms that contribute to the development of glucocorticoid resistance in brain, including changes in the expression of the glucocorticoid receptor (GR) gene, biosynthesis of GR isoforms, and GR posttranslational modifications. We also present data on alterations in the expression of the FKBP5 gene encoding the main component of cell ultra-short negative feedback loop of GC signaling regulation. Recent discoveries on stressand GRinduced changes in epigenetic modification patterns as well as normalizing action of antidepressants are discussed. GR and FKBP5 gene polymorphisms associated with stress-induced psychopathologies are described, and their role in glucocorticoid resistance is discussed.