A tight regulation of hypothalamic-pituitary-adrenal (HPA) axis activity is essential for successful adaptation to stressful stimuli. Disruption of normal HPA axis development is a main risk factor for diseases such as posttraumatic stress disorder or depression, but the molecular mechanisms that lead to these long-term consequences are poorly understood. Here, we test the hypothesis that the pituitary glucocorticoid receptor (GR) is involved in regulating HPA axis function in neonatal and adult animals. Furthermore, we investigate whether postnatal hypercortisolism induced by pituitary GR deficiency is a main factor contributing to the persistent effects of early-life stress. Conditional knockout mice with a deletion of the GR at the pituitary (GR(POMCCre)) show excessive basal corticosterone levels during postnatal development, but not in adulthood. The hypercortisolemic state of neonatal GR(POMCCre) mice is accompanied by central gene expression changes of CRH and vasopressin in the paraventricular nucleus, but these alterations normalize at later ages. In adult mice, pituitary GR deficiency results in impaired glucocorticoid negative feedback. Furthermore, adult GR(POMCCre) mice display a more active coping strategy in the forced swim test, with no alterations in anxiety like behavior or cognitive functions. Postnatal GR antagonist treatment is able to prevent the long-term behavioral effects in GR(POMCCre) mice. In conclusion, we show that pituitary GRs are centrally involved in regulating HPA axis activity in neonates and mediate negative feedback regulation in adult animals. Postnatal glucocorticoid excess results in an altered stress-coping behavior in adult animals, with no effects on anxiety like behavior or cognition.