Objective. To summarize current concepts on neuroendocrine and genetic principles underlying stress-related depression and to discuss the challenges of personalized treatment in depression. Methods. Review of the literature pertaining to genetic and neuroendocrine basis of stress-related depression including aspects of treatment response with a focus on the hypothalamus-pituitary-adrenal (HPA) axis. Results. There is increasing evidence that genetic polymorphisms and dysregulation of the HPA axis are associated with the pathophysiology of stress-related depression. Individual stress hormone reactivity seems to be determined by a combination of genetic and environmental factors, contributing to both, resilience or vulnerability. Conclusions. Although substantial progress has been made, current knowledge is still limited. Further basic and clinical research is needed to identify specific subgroups and to minimize heterogeneity of the depression phenotype. A better characterization is essential to detect genetic and functional predictors of antidepressant treatment response to follow the vision of personalized therapy in psychiatry.