The hypothalamus-pituitary-adrenal (HPA) axis is the major neuroendocrine stress response system. Corticotropin-releasing hormone (CRH) neurons in the parvocellular paraventricular nucleus (pPVN) play a key role in coordinating responses of this system to stressors. The cytokine interleukin-1 beta (IL-1 beta), mimicking infection, robustly activates these CRH neurons via a noradrenergic input arising from the nucleus tractus solitarii (NTS). In late pregnancy, HPA axis responses to stressors, including IL-1 beta, are attenuated by a central opioid mechanism that auto-inhibits noradrenaline release in the PVN. Here we show that the neuroactive progesterone metabolite allopregnanolone induces these changes in HPA responsiveness to IL-1 beta in pregnancy. In late pregnancy, inhibition of 5 alpha-reductase (an allopregnanolone-synthesizing enzyme) with finasteride restored HPA axis responses (rapidly increased pPVN CRH mRNA expression, ACTH, and corticosterone secretion) to IL-1 beta. Conversely, allopregnanolone reduced HPA responses in virgin rats. In late pregnancy, activity of the allopregnanolone-synthesizing enzymes (5 alpha-reductase and 3 alpha-hydroxysteroid dehydrogenase) was increased in the hypothalamus as was mRNA expression in the NTS and PVN. Naloxone, an opioid antagonist, restores HPA axis responses to IL-1 beta in pregnancy but had no additional effect after finasteride, indicating a causal connection between allopregnanolone and the endogenous opioid mechanism. Indeed, allopregnanolone induced opioid inhibition over HPA responses to IL-1 beta in virgin rats. Furthermore, in virgin rats, allopregnanolone treatment increased, whereas in pregnant rats finasteride decreased proenkephalin-A mRNA expression in the NTS. Thus, in pregnancy, allopregnanolone induces opioid inhibition over HPA axis responses to immune challenge. This novel opioid-mediated mechanism of allopregnanolone action may alter regulation of other brain systems in pregnancy.