Much research supports a link between stress and its concomitant hypothalamic-pituitary-adrenal (HPA) axis responses with behavioral sensitivity to psychoactive drugs. Our research demonstrates that Lewis inbred rats more readily acquire drug self-administration than Fischer 344 (F344) inbred rats and, compared to this strain, Lewis rats have hyporesponsive HPA axis responses to stress exposure. This association appears to conflict with investigations using outbred rats and suggests that the relationship between drug sensitivity and HPA axis responsiveness is more complicated than originally thought. It is essential to better understand this relationship because of its relevance to vulnerability and relapse to drug abuse. Thus, this paper reviews the literature in which these two inbred strains have been compared. We discuss strain differences in HPA axis function, in characteristics of the mesolimbic dopamine system, and in behaviors thought to reflect emotionality. Strain differences in unconditioned and conditioned effects of psychoactive drugs are then reviewed. Next, we discuss the possible role of sex and gonadal hormones on responsiveness to psychoactive drugs in these strains. Finally, a comparison of results obtained from these strains to three other comparator groups (e.g., high and low responders) suggests that a non-monotonic relationship between behavioral sensitivity to drugs and HPA axis responsiveness can explain much of the discrepancies in the literature.