Nowadays, stressful situations are an unavoidable element of everyday life. Stressors activate a number of complex mental and physiological reactions in the organism, thus affecting the state of health of an individual. Stress is the main risk factor in the development of mental disorders, such as depression and other disorders developing as a result of addiction. Studies indicate that women are twice as likely as men to develop anxiety, depression and therefore addiction, e.g., to nicotine. Even though the data presented is indicative of significant differences between the sexes in the prevalence of these disorders, the majority of preclinical animal models for investigating stress-induced disorders use predominantly male subjects. However, the recent data indicates that this type of studies has also been launched in female rodents. Therefore, conducting research on both sexes allows for a more accurate understanding and assessment of the impact of stress on stress-induced behavioral, peripheral and molecular changes in the body and brain. In this manuscript we have gathered the data from 41 years (from 1981-2022) on the influence of stress on the development of depression and nicotine addiction in both sexes.