Interest in the field of neuroimmunoendocrinology is in full expansion. With regard to this, steroid influence on the immune system, in particular sex steroids and glucocorticoids, has been known for a long time. Sex steroids are part of the mechanism underlying the immune sexual dimorphism, as particularly emphasized in autoimmune diseases. Immunosuppressive and anti-inflammatory effects of glucocorticoids are now considered a physiological negative feedback loop to cytokines produced during an immune and/or inflammatory response. Psychosocial factors may play a role in the development of immunologically-mediated diseases, e.g. autoimmune diseases. The nonobese diabetic (NOD) mouse, that develops an immunologically-mediated insulin-dependent diabetes mellitus (IDDM) is an interesting model to study the role of endogenous steroids. Insulitis is present in both sexes, but diabetes has a strong preponderance in females. Hormonal alteration, such as castration, modulates the incidence of diabetes, whereas environmental factors, such as stress, accelerate the disease. In the present paper, we have reviewed the role of gender, sex steroid hormones, stress and glucocorticoids in autoimmunity as well as analyzed their different levels of actions and interrelationships, focusing particular attention on the immunologically-mediated IDDM of the NOD mouse.