Post-traumatic stress disorder (PTSD) only develops after exposure to a traumatic event in some individuals. PTSD can be chronic and debilitating, and is associated with co-morbidities such as depression, substance use, and cardiometabolic disorders. One of the most important pathophysiological mechanisms underlying the development of PTSD and its subsequent maintenance is a dysfunctional hypothalamic–pituitary–adrenal (HPA) axis. The corticotrophin-releasing hormone, cortisol, glucocorticoid receptor (GR), and their respective genes are some of the mediators of PTSD’s pathophysiology. Several treatments are available, including medication and psychotherapies, although their success rate is limited. Some pharmacological therapies based on the HPA axis are currently being tested in clinical trials and changes in HPA axis biomarkers have been found to occur in response not only to pharmacological treatments, but also to psychotherapy—including the epigenetic modification of the GR gene. Psychotherapies are considered to be the first line treatments for PTSD in some guidelines, even though they are effective for some, but not for all patients with PTSD. This review aims to address how knowledge of the HPA axis-related genetic makeup can inform and predict the outcomes of psychotherapeutic treatments.