Stress is the major predisposing and precipitating factor in the onset of depression which is the most significant mental health risk for women. Behavioral studies in animal models show that female sex though less affected by an acute stressor; exposure to repeated stressors induces coping deficits to impair adaptation in them. A decrease in the function of 5-hydroxytryptamine (5-HT; serotonin) in the hippocampus and an increased function of the 5-HT-1A receptor in the raphe nucleus coexist in depression. Pharmacological and neurochemical data are relevant that facilitation of serotonin neurotransmission via hippocampus due to desensitization of somatodendritic 5-HT1A receptors may lead to adaptation to stress. The present article reviews research on sex related differences of raphe-hippocampal serotonin neurotransmission to find a possible answer that may account for the sex differences of adaptation to stress reported in preclinical research and greater incidence of depression in women than men.