Genetically engineered mice with a specific deletion of targeted genes provide a novel and useful tool to study the endogenous mechanisms underlying aberrant behaviour. In this review we take the stress hormone (hypothalamic-pituitary-adrenocortical) system as an example to demonstrate how refined molecular technologies have allowed to target individual genes involved in stress hormone regulation. We describe different gene targeting methods: the generation of "conventional" knock-out mice enables us to delete a gene of interest in every cell of the body. Equally important for the studies of gene function in the mouse is the use of tissue-specific regulatory systems that allow gene inactivation to be restricted to specific tissues and, in some cases, to specific time points during development, such as the "conditional" knock-out, or the application of antisense techniques. Importantly, deletion of individual genes is not providing animal models for certain psychiatric disorders as these are caused by a manifold of minor changes in a series of so-called susceptibility genes. However, these gene targeting methods have become valuable tools to dissect the functions of individual components of complex biological systems in behavioural neuroscience: genetically engineered animals help to unravel the complex interactions and correlations between individual genes, hormonal regulation and behaviour, the most complex form of biological organization.