Excessive stress can exceed the adjustment ability of body and cause injury and dysfunction, while elucidation of the mechanism and prevention measures of stress-related injury are still insufficient. The present study was to observe the effect of glucocorticoid (GC) on stress-induced hypothalamic nerve injury and elucidate the potential mechanism. The present study intended to establish a chronic restraint stress rat model for follow-up study. Open field test and elevated plus maze test were used to observe behavioral changes of stress rats; Enzyme-linked immunosorbent assay (ELISA) was used to detect changes in the levels of hypothalamus-pituitary-adrenal (HPA) axis-related hormones and inflammatory factors in hypothalamus; toluidine blue staining was used to observe pathological changes of hypothalamus. The results showed that stress rats showed obvious anxiety-like behaviors, the levels of HPA axis-related hormones and inflammatory factors showed abnormal fluctuations, and morphological results showed significant nerve injury in hypothalamus. Low-dose GC treatment significantly improved behavioral changes, alleviated hypothalamic nerve injury, and restored hypothalamic levels of inflammatory factors, serum levels of GC, corticotropin-releasing hormone (CRH), and adrenocorticotropic hormone (ACTH) and GC level in adrenal cortex of stressed rats, while GC receptor (GR) inhibitor, CRH receptor inhibitor, and adrenalectomy reversed the ameliorative effects of low-dose GC. Our study clarified that low-dose GC can restore stress coping ability by reshaping the homeostasis of the HPA axis, thus alleviating behavioral abnormalities and hypothalamic nerve injury in stressed rats.