We review here our latest results regarding short- and long-term effects of a neonatal maternal deprivation (MD) stress [24h at postnatal day (PND) 9] on diverse psychoneuroimmunoendocrine parameters, pointing out the existence of numerous sexual dimorphisms. Behavioral changes observed in MD animals might be at least in part attributable to neurodevelopmental effects of MD-induced elevated corticosterone levels. Our findings of short-term effects of MD on hippocampal and cerebellar neurons and glial cells appear to support this hypothesis. However, it is important to note that these cellular effects were more marked in males than in females. Moreover, in analyzing the effects of this neonatal stress on the endocannabinoid system (hippocampal endocannabinoid levels and CB1 receptors) we have also found that males were more affected by MD. Since all these sexual dimorphisms were found at an early neonatal age (PND 13), they are attributable to organizational effects of gonadal steroids. We discuss the potential implications of the elevated corticosterone and decreased leptin levels shown by MD animals in their diverse functional alterations, including the above mentioned neural effects as well as the intriguing persistent deficit in their immunological system. We also emphasize the necessity of analyzing the important influence of sex as regards the specific consequences of early life stress.