The hypothalamus-pituitary-adrenal (HPA) axis and its end product cortisol are essential for an adequate response to stress. Considering the role of stress as a risk factor for psychiatric disorders, it is not surprising that cortisol stress reactivity has frequently been investigated in patients versus healthy individuals. However, the large heterogeneity in measures of the cortisol stress response has hampered a systematic evaluation of the evidence. We here report of a systematic literature review and meta-analysis on cortisol reactivity to psychosocial stress across psychiatric disorders. Original data from authors were obtained to construct standardized cortisol outcomes (the areas under the curve with respect to increase (AUCi) and ground (AUCg)) and to examine the influence of sex and symptomatic state on cortisol stress reactivity. Fourteen studies on major depressive disorder (MDD) (n=1129), 9 on anxiety disorders (n=732, including social anxiety disorder (SAD), posttraumatic stress disorder, panic disorder and mixed samples of anxiety disorders) and 4 on schizophrenia (n=180) were included that used the Trier Social Stress Test or an equivalent psychosocial stress task. Sex-dependent changes in stress reactivity were apparent in MDD and anxiety disorders. Specifically, women with current MDD or an anxiety disorder exhibited a blunted cortisol stress response, whereas men with current MDD or SAD showed an increased cortisol response to psychosocial stress. In individuals with remitted MDD, altered cortisol stress reactivity was less pronounced in women and absent in men. For schizophrenia, cortisol stress reactivity was blunted in both men and women, but the number of studies was limited and showed evidence for publication bias. These findings illustrate that sharing individual data to disentangle the effects of sex, symptom levels and other factors is essential for further understanding of the alterations in cortisol stress reactivity across psychiatric disorders.