Psychiatric disorders such as depressive disorders and posttraumatic stress disorder are a major disease burden worldwide and have a higher incidence in women than in men. However, the underlying mechanism responsible for the sex-dependent differences is not fully understood. Besides environmental factors such as traumatic life events or chronic stress, genetic variants contribute to the development of such diseases. For instance, variations in the gene encoding the FK506 binding protein 51 (FKBP51) have been repeatedly associated with mood and anxiety. FKBP51 is a negative regulator of the glucocorticoid receptor and thereby of the hypothalamic–pituitary–adrenal axis that also interacts with other steroid hormone receptors such as the progesterone and androgen receptors. Thus, the predisposition of women to psychiatric disorders and the interaction of female hormones with FKBP51 and the glucocorticoid receptor implicate a possible difference in the regulation of the hypothalamic–pituitary–adrenal axis in female FKBP51 knockout (51KO) mice. Therefore, we investigated neuroendocrine, behavioural and physiological alterations relevant to mood disorders in female 51KO mice. Female 51KOs and wild type littermates were subjected to various behavioural tests, including the open field, elevated plus maze and forced swim test. The neuroendocrine profile was investigated under basal conditions and in response to an acute stressor. Furthermore, we analysed the mRNA expression levels of the glucocorticoid receptor and corticotrophin release hormone in different brain regions. Overall, female 51KO mice did not display any overt behavioural phenotype under basal conditions, but showed a reduced basal hypothalamic–pituitary–adrenal axis activity, a blunted response to, and an enhanced recovery from, acute stress. These characteristics strongly overlap with previous studies in male 51KO mice indicating that FKBP51 shapes the behavioural and neuroendocrine phenotype independent of the sex of the individual.