To gain insight into the adrenal stress response, we analyzed differential mRNA expression of genes associated with psychosocial stress in the pig (Sus scrofa domestica). Various levels of psychosocial stress were induced by mixing groups of unfamiliar pigs with different aggressiveness. We selected two experimental groups for comparison, each comprising eight animals which differed significantly in aggressive behaviour and plasma cortisol levels. To identify differentially expressed genes, we compared the adrenal transcriptome of these two groups of pigs, using the Affymetrix GeneChip porcine Genome Array. Bioinformatic analysis revealed that psychosocial stress induced upregulation of transcripts enriched for functions associated with cholesterol accumulation and downregulation of transcripts enriched for functions associated with cell growth and death. These responses are similar to those induced by ACTH-stimulation. Nevertheless, the majority of the differentially expressed genes were so far not described as ACTH-responsive. Some, like GAL and GALP, may have responded to sympathoadrenal stimulation. Several of the differentially expressed transcripts, like AGT, are associated with processes modulating steroidogenic response of adrenocortical cells to ACTH. One of the most significant findings was upregulation of LOC100039095, comprising a precursor of the microRNA miR-202, pointing to a previously unrecognized layer of regulation of adrenal steroidogenesis by microRNA. Our study, performed under entirely physiological conditions, complements previous studies focusing either on a single adrenal tissue and/or on a single stimulus, and contributes to understanding of the fine-tuning of adrenal stress response.