Stress initiates a cascade of complex neural and peripheral changes that promote healthy adaption to stress, but when unabated, leads to pathology. Fascinating individual differences arise in the ability to cope with a stressor, rendering an individual more or less likely to develop stress-induced pathologies such as depression, anxiety, and cardiovascular disease. In this review we evaluate recent findings that investigate the neural underpinnings of adopting a passive or active coping response during social defeat stress. Because passive coping is associated with vulnerability to stress-related pathologies and active coping confers resiliency, understanding neurobiological adaptations associated with these diverse coping strategies may reveal biomarkers or targets impacting stress susceptibility. The co-occurrence of stress-induced depression and cardiovascular disease is becoming increasingly clear. Therefore this review focuses on the central mechanisms capable of contributing to psychopathology and cardiovascular disease such as corticotropin releasing factor, neuropeptide Y, monoamines, cytokines and oxidative stress. The impetus for this review is to highlight neurobiological systems that warrant further evaluation for their contribution to the pathophysiology of depression-cardiovascular disease comorbidity.