Exposure to stress during adolescence exerts a long-term impact on behavior and might contribute to the development of several neuropsychiatric disorders. In adults, control over stress has been found to protect from the negative consequences of stress, but the influence of controllability at early ages has not been extensively studied. Here, we evaluated in a rodent model the effects of repeated exposure in adolescent male rats to controllable versus uncontrollable foot-shock stress (CST or UST, respectively). Rats were assigned to three groups: non-stress (stress-naïve), CST (exposed to 8 sessions of a two-way shuttle active avoidance task over a period of 22 days) and UST (receiving the same amount of shocks as CST, regardless of their actual behavior). During adulthood, different cohorts were tested in several tasks evaluating inhibitory control and cognitive flexibility: 5-choice serial reaction time, delay-discounting, gambling test and probabilistic reversal learning. Results showed that the hypothalamic-pituitary-adrenal response to the first shock session was similar in CST and UST animals, but the response to the 8th session was lower in CST animals. In adulthood, the UST animals presented impaired motor (but not cognitive) impulsivity and more perseverative behavior. The behavioral effects of UST were associated with increased number of D2 dopamine receptors in dorsomedial striatum, but not in other striatal regions. In summary, UST exposure during adolescence induced long-term impairments in impulsivity and compulsivity, whereas CST had only minor effects. These data support a critical role of stress uncontrollability on the long-lasting consequences of stress, as a risk factor for mental illnesses.