While all stressors cause a relatively similar stress response (hormonally at least), there are gender differences in how the system works. There is a slight difference in the hormonal response between women and men.
In general, women and men show similar levels of cortisol in their bloodstream under unstressed conditions.
While it depends on the specific stressor being examined, women show an overall reduced stress response compared to men and this is thought to exist to protect the developing fetus from excessively high cortisol levels. This difference manifests itself in that women and men differ in their propensity for specific stress-related diseases.
For example, women are far more likely to suffer auto-immune diseases (probably contributing to their higher likelihood of developing Hashimoto's, an autoimmune thyroid disease); contributing to this is the fact that women have a stronger innate immune system than men. Women are also about twice as likely to suffer from depression (often related to cortisol) with this risk increasing with age.
In contrast, men are more likely to have problems with heart disease or infectious disease due to a generally heightened stress response and poorer innate immune system function.
Certainly there are other issues contributing to the above differences in disease risk (i.e. women vs. men's fat patterning) but it does appear that women and men's HPA operate differently. Of perhaps more interest is the fact that the stress response system seems to have a different underlying purpose (in an evolutionary sense) in women versus men.
Classically the stress response has been thought of as the fight or flight response and certainly this is true when looking at men's overall hormonal and behavioral response to most stressors. In contrast, it's now thought that women's stress response triggers more of a tend and befriend response.
Tending here refers caring for/protecting children while befriending refers to women's tendency to form social bonds with other women as this decreases their stress levels.
Women and men show relatively greater or lesser stress responses compared to one another although this depends heavily on what type of stress is being examined. In response to heat and cold stress, for example, women show a larger stress response, releasing more cortisol.
In other cases, women may release similar amounts or less cortisol compared to men. Women appear to release similar amounts of cortisol in response to exercise and diet.
It's when the topic of psychological stress is examined that the topic becomes more complicated. First and foremost, men have a stress response in anticipation of psychological stressors while women show no increase or even a decrease. This makes some logical sense within the context of what I described above regarding the purpose of the stress response.
A man's stress system, oriented towards fight or flight, has to gear up prior to either, raising heart rate and mobilising fuel for energy. A woman’s oriented towards tending and befriending, has no such need. In terms of the actual stress response to psychological stress, it has been classically believed that women always release less cortisol than men. But this turns out to depend on the type of stress being examined. Specifically, women show a larger stress response than men in response to studies of interpersonal conflict and social rejection while men show a greater response when they have to solve math problems or speak in front of people.
This to seems related to the difference in purpose of the stress system. Women would be more likely to find social rejection (an inability to befriend) more stressful while men would find an inability to perform a competitive task more stressful.
There are other gender-based differences in cortisol release that can play a role here. One is that, even when women release less cortisol than men, they release it more quickly, causing blood levels to reach a higher peak. Of some importance to the issue of short-term versus long-term stress is that women's bodies clear cortisol from the bloodstream more slowly than men.
So however much cortisol is released in women will remain in the bloodstream for a longer period of time. This makes any absolute type of stress a relatively longer-lived stress for a woman than a man. I'd emphasise that word relatively here, it's not as if a woman will maintain a daylong cortisol response to something that a man might only show an hour response to. But on average, her cortisol levels will remain elevated for a longer duration than his.
Adding to this is the fact that the feedback inhibition loop I described above works more poorly in women than in men (this might contribute to women's double risk for depression). That is, when cortisol levels are elevated for some reason, women's bodies are generally poorer at preventing further cortisol release. In response to chronic stress, a woman's cortisol levels may continue to rise and rise while a man's generally will not. There are individual differences here as some women are relatively better than others in terms of how well or poorly feedback inhibition works: when their cortisol is elevated, further production is inhibited. But overall women show decreased feedback inhibition compared to men.
Finally, and while not represented by any research that I am aware of, it seems possible that women may face more total overall stress than men. Whether or not this was true historically, in the modern world women either expect or are expected to work or simply have to do so due to the requirements of a two-income household.
To that they may have obligations or expectations to take care of the home and children while maintaining personal relationships. To that we might add general societal pressures on appearance and thinness for women in todays world.
Women of all walks of life are judged on their appearance in a way that men rarely are. Women are far more likely to show higher levels of dietary restraint than men, and this all adds up to a high allostatic load and effectively pre-stressed psychological profile before diet and/or exercise are added to the situation.
The above information is taken from the The Woman's Book by Lyle Mcdonald with Eric Elms