Any unanticipated threat to survival triggers an immediate sequence of events in the brain that culminate in a coordinated neural, endocrine and behavioural response. There is increasing evidence that stress itself modifies neural circuits. In other words, neural stress circuits learn from stress. This self-teaching is surprising as one might expect these essential circuits to be hard-wired. Our recent findings, however, indicate that repeated homotypic stress in rats causes functional changes in neural circuitry in the hypothalamus. In particular, we focus on signalling via endocannabinoids and describe plasticity in this system that impacts fast retrograde signalling at synapses on to the stress command neurons in the brain. Interestingly, this plasticity appears to be limited to early adolescence, hinting at unique modes of control of neural circuits by stress during different developmental stages.