This study was performed to determine the role of adrenal-derived stress hormones in mediating brain effects after ozone exposure. Sham and adrenalectomized rats were exposed to air or ozone for 4 hours and within 2 hours after exposure brain regions, hypothalamus and brainstem were isolated and circulating pituitary hormones were analyzed. Global gene expression was analysed in these two brain regions using Illumina mRNA sequencing platform and data were analyzed using various bioinformatics platforms. The resulting data are included in this manuscript. This dataset is associated with the following publication: Henriquez, A., J. House, S. Snow, C. Miller, M. Schladweiler, A. Astriab Fisher, H. Ren, M. Valdez, P. Kodavanti, and U. Kodavanti. Ozone-induced dysregulation of neuroendocrine axes requires adrenal-derived stress hormones. TOXICOLOGICAL SCIENCES. Society of Toxicology, RESTON, VA, 172(1): 38-50, (2019).