The cortisol stress response and the molecular programming of the corticoid axis were characterized for the first time during early ontogeny in a Mediterranean marine teleost, the European sea bass (Dicentrarchus labrax). Sea bass embryos, pre-larvae and larvae at specific points of development were exposed to acute stressors and the temporal patterns of cortisol whole body concentrations and the expression of genes involved in corticosteroid biosynthesis, degradation and signaling were determined. Expression of genes (gr1, gr2, mr, crf) involved into the corticoid response regulation combined with histological data indicated that, although a cortisol stress response is evident for the first time around first feeding, a pattern becomes established in larvae at flexion until the formation of all fins. Moreover, mRNA transcript levels of 11β-hydroxylase and 11β-hsd2 showed a strong correlation with the whole body cortisol concentrations. Concluding, our data reveal the presence of an adaptive mechanism in European sea bass at early ontogeny enabling to cope with external stressful stimuli and provide a better insight into the onset and regulation of the stress response in this species.