Developmental stress can significantly influence physiology and survival in many species. Mammalian studies suggest that pre- and post-natal stress can have different effects (i.e. hyper- or hypo-responsiveness) on the hypothalamic-pituitary-adrenal (HPA) axis, the main mediator of the stress response. In mammals, the physiological intimacy between mother and offspring constrains the possibility to control, and therefore manipulate, maternal pre- and post-natal influences. Here, using the Japanese quail (Coturnix coturnix japonica) as our model, we elevated levels of the glucocorticoid stress hormone corticosterone in ovo and/or in the endogenous circulation of hatchlings. We examined the effects of treatments on corticosterone and glucose stress responses at two different ages, in juvenile and adult quail. In juveniles, corticosterone data revealed a sex-specific effect of postnatal treatment regardless of the previous pre-natal protocol, with post-natally treated females showing shorter stress responses in comparison with the other groups, while no differences were observed among males. In adulthood, birds previously stressed as embryos showed higher corticosterone concentrations over the stress response compared with controls. This effect was not evident in birds subjected to either post-natal treatment or the combined treatments. There were no effects on glucose in the juveniles. However, adult birds previously stressed in ovo showed opposite sex-specific basal glucose patterns compared with the other groups. Our results demonstrate that (1) early glucocorticoid exposure can have both transient and long-term effects on the HPA axis, depending upon the developmental stage and sex and (2) post-natal stress can modulate the effects of pre-natal stress on HPA activity.