Background: Following an aneurysmal subarachnoid haemorrhage (aSAH), many patients report persistent deficits in psychological functioning, characterised by high levels of stress and symptoms of depression, low life satisfaction, along with poor sleep. Such deficits have been associated with altered saliva and serum cortisol levels due to a dysregulation of hypothalamic-pituitary-adrenal axis activity (HPA-AA). However, hair cortisol concentrations (HCCs) have not been assessed in this population, although this method allows a long-term insight into cortisol values. Therefore, the objective of this study was to compare HCCs in aSAH patients and healthy controls and to examine how HCCs are associated with perceived stress, psychological functioning, and sleep complaints. Methods: In this cross-sectional study, data on depressive symptoms, hypochondriacal beliefs, life satisfaction, and sleep complaints were gathered in 15 aSAH patients and 17 healthy controls. HCCs of the previous 3 months were assessed. Results: aSAH patients had significantly higher HCCs than healthy controls. In aSAH patients, higher HCCs were significantly associated with increased depressive symptoms, hypochondriacal beliefs, lower life satisfaction, and increased sleep complaints. Such significant associations were not found in healthy controls. Conclusions: Our findings indicate that a dysregulation of HPA-AA is associated with some of the long-term impairments in psychological functioning and sleep in aSAH survivors. While the direction of association remained unclear, a dysregulated HPA-AA may be causally linked with the maintenance of poor psychological functioning and poor sleep. The overall findings should be considered in the planning of long-term treatment aimed at improving psychological functioning and sleep in aSAH patients.