Air pollution is associated with adverse effects on brain health including cognitive decline, dementia, anxiety, depression, and suicide. While toxicological studies have demonstrated the potential for repeated or chronic pollutant exposure to lead to disease states, characterisation of initial biological responses to exposure is needed to better understand underlying mechanisms. The brain is highly sensitive to glucocorticoids (primarily cortisol in humans, corticosterone in rodents), stress hormones that play important roles in cognition and mental health. We tested whether glucocorticoids could be implicated in central nervous system (CNS) effects of pollutant exposure by examining glucocorticoid-dependent signaling across brain regions after exposure to the common pollutant ozone. Male Fischer-344 rats were exposed for 4 h to air or 0.8 ppm ozone ± metyrapone (50 mg/kg), a drug that blocks corticosterone synthesis (n = 5/group). Key glucocorticoid-responsive genes (serum- and glucocorticoid-inducible kinase, SGK; glucocorticoid-inducible leucine zipper, GILZ), and a gene responsive to both glucocorticoids and oxidative stress (metallothionein (MT)-1), were increased by ozone in all brain regions (olfactory bulb, frontal lobe, cortex, midbrain, hippocampus, cerebellum, brainstem), correlating with plasma corticosterone levels. Metyrapone prevented the increase in SGK and GILZ, and reduced but did not eliminate the effect on MT-1, suggesting glucocorticoid-dependent and -independent regulation. Administering exogenous corticosterone (10 mg/kg) to air-exposed rats reproduced the ozone effects, confirming specificity. The results demonstrate that early pollutant effects include stress hormone-dependent signaling. As both ozone and particulate matter activate the hypothalamic-pituitary-adrenal axis, and elevated glucocorticoids are implicated in brain pathologies, stress hormones could contribute to CNS impacts of air pollutants.