Maternal environmental factors have been demonstrated to exert significant influences on the health of offspring. The hypothalamic-pituitary-adrenal (HPA) axis is an important neuroendocrine stress system that can be influenced by early life challenges. Our previous research has revealed that the consumption of a high-fat diet (HFD) by pregnant and lactating rats leads to the programming of HPA axis activity in male offspring of the first generation (referred to as F1HFD/C). The present study aimed to investigate whether the observed remodeling of the HPA axis could be inherited by second-generation male offspring (referred to as F2HFD/C), following maternal HFD exposure. The results showed that F2HFD/C rats exhibited enhanced basal HPA axis activity, similar to their F1HFD/C ancestors. Moreover, F2HFD/C rats displayed exacerbated corticosterone responses to restraint and lipopolysaccharide-induced stress, but not to insulin-induced hypoglycemia stress. Furthermore, maternal HFD exposure significantly aggravated depression-like behavior in the F2 generation subjected to chronic unpredictable mild stress. To investigate the role of central calcitonin gene-related peptide (CGRP) signaling in maternal diet-induced programming of the HPA axis across generations, we conducted central infusion of αCGRP8-37, a CGRP receptor antagonist, in F2HFD/C rats. The results demonstrated that αCGRP8-37 attenuated depression-like behaviors and reduced the hyperresponsiveness of the HPA axis to restraint stress in these rats. Therefore, central CGRP signaling may contribute to maternal diet-induced programming of HPA axis across generations. In conclusion, our study provides evidence that maternal HFD consumption can lead to multigenerational programming of the HPA axis and behaviors in adult male descendants.