Ambient fine particulate matter (PM2.5) exposure correlates with adverse cardiometabolic effects. The underlying mechanisms have not yet been fully understood. Hypothalamic-pituitary-adrenal (HPA) axis, as the central stress response system, regulates cardiometabolic homeostasis and is implicated in the progression of various adverse health effects caused by inhalational airborne pollutant exposure. In this study, we investigated whether ambient PM2.5 exposure activates HPA axis and its effect mediating PM2.5-induced pulmonary inflammation. C57Bl/6 J mice were intratracheally instilled with different concentrations of diesel exhaust PM2.5 (DEP), and plasma was harvested at different times. Assessments of plasma stress hormones revealed that DEP instillation dose- and time-dependently increased mouse circulating corticosterone and adrenocorticotropic hormone (ACTH) levels, strongly supporting that DEP instillation activates HPA axis. To determine which components of DEP activate HPA axis, C57Bl/6J mice were intratracheally instilled with water-soluble and -insoluble fractions of DEP. Plasma analyses showed that water-insoluble but not -soluble fraction of DEP increased circulating corticosterone and ACTH levels. Consistently, concentrated ambient PM2.5 (CAP) exposure significantly increased mouse urine and hair corticosterone levels, corroborating the activation of HPA axis by ambient PM2.5. Furthermore, deletion of stress hormones by total bilateral adrenalectomy alleviated PM2.5-induced pulmonary inflammation, providing insights into the contribution of central neurohormonal mechanisms in modulating adverse health effects caused by exposure to PM2.5.