Chronic stress leads to a dysregulation of the hypothalamic-pituitary-adrenal (HPA) axis which can constitute a base for pathophysiological consequences. Using mice totally deficient in Corticosteroid binding globulin (CBG), we have previously demonstrated the important role of CBG in eliciting an adequate response to an acute stressor. Here, we have studied its role in chronic stress situations. We have submitted Cbg ko and wild-type (WT) male mice to two different chronic stress paradigms - the unpredictable chronic mild stress and the social defeat. Then, their impact on neuroendocrine function - through corticosterone and CBG measurement - and behavioral responses - via anxiety and despair-like behavioral tests - was evaluated. Both chronic stress paradigms increased the display of despair-like behavior in WT mice, while that from Cbg ko mice - which was already high - was not aggravated. We have also found that control and defeated (stressed) Cbg ko mice show no difference in the social interaction test, while defeated WT mice reduce their interaction time when compared to unstressed WT mice. Interestingly, the same pattern was observed for corticosterone levels, where both chronic stress paradigms lowered the corticosterone levels of WT mice, while those from Cbg ko mice remained low and unaltered. Plasma CBG binding capacity remained unaltered in WT mice regardless of the stress paradigm. Through the use of the Cbg ko mice, which only differs genetically from WT mice by the absence of CBG, we demonstrated that CBG is crucial in modulating the effects of stress on plasma corticosterone levels and consequently on behavior. In conclusion, individuals with CBG deficiency, whether genetically or environmentally-induced, are vulnerable to acute stress but do not have their abnormal psychoneuroendocrine phenotype further affected by chronic stress.