Biological sex affects the activity of the hypothalamus-pituitary-adrenal (HPA) axis. However, how androgen deprivation affects this axis remains largely unknown. In this study, we investigated the effect of androgen status on different components of the HPA axis in male mice. Two weeks of androgen deprivation did not affect total plasma corticosterone levels but led to increased pituitary ACTH levels. Stress-induced total plasma corticosterone levels were increased, whereas the suppression of corticosterone after dexamethasone treatment under basal conditions was attenuated. Androgen-deprived mice displayed a 2-fold increase in plasma levels of corticosteroid binding globulin (CBG). A similar increase in CBG was observed in global androgen receptor knock-out animals, compared to wild-type littermates. Androgen deprivation was associated with a 6-fold increase in CBG mRNA in the liver and enhanced transcriptional activity at CBG regulatory regions, as evidenced by increased H3K27 acetylation. We propose that the induction of CBG as a consequence of androgen deprivation, together with the unaltered total corticosterone levels, results in lower free corticosterone levels in plasma. This is further supported by mRNA levels of androgen-independent GR target genes in the liver. The reduction in negative feedback on the HPA axis under basal condition would suffice to explain the enhanced stress reactivity after androgen deprivation. Overall, our data demonstrate that, in mice, tonic androgen receptor activation affects CBG levels in conjunction with effects on gene expression and HPA-axis reactivity.