Early life diet can critically program hypothalamic-pituitary-adrenal (HPA) axis function. We have previously shown rats that are overfed as neonates have exacerbated pro-inflammatory responses to immune challenge with lipopolysaccharide (LPS), in part by altering HPA axis responses, but how this occurs is unknown. Here we examined neonatal overfeeding-induced changes in gene expression in each step of the HPA axis. We saw no differences in glucocorticoid or mineralocorticoid receptor expression in key regions responsible for glucocorticoid negative feedback to the brain and no differences in expression of key HPA axis regulatory genes in the paraventricular nucleus of the hypothalamus or pituitary. On the other hand, expression of the adrenal melanocortin 2 receptor (MC2R) is elevated after LPS in control rats, but significantly less so in the neonatally overfed. The in vitro adrenal response to ACTH is also dampened in these rats, while the in vivo response to ACTH does not resolve as efficiently as it does in controls. These data suggest neonatal diet affects the efficiency of the adrenally-mediated response to LPS, potentially influencing how neonatally overfed rats combat bacterial infection.