Both the brain-derived neurotrophic factor (BDNF) and glucocorticoids (GCs) play multiple roles in various aspects of neurons, including cell survival and synaptic function. BDNF and its receptor TrkB are extensively expressed in neurons of the central nervous system (CNS), and the contribution of the BDNF/TrkB system to neuronal function is evident; thus, its downregulation has been considered to be involved in the pathogenesis of Alzheimer's disease (AD). GCs, stress-related molecules, and glucocorticoid receptors (GRs) are also considered to be associated with AD in addition to mental disorders such as depression. Importantly, a growing body of evidence suggests a close relationship between BDNF/TrkB-mediated signaling and the GCs/GR system in the CNS. Here, we introduce the current studies on the interaction between the neurotrophic system and stress in CNS neurons and discuss their involvement in the pathophysiology of AD.