BACKGROUND: Maladaptive responses to negative affective stimuli are pervasive, including clinically ill and healthy people, and men and women respond differently at neural and hormonal levels. Inspired by the Research Domain Criteria initiative, we used a transdiagnostic approach to investigate the impact of sex and dysphoric mood on neural-hormonal responses to negative affective stimuli. METHODS: Participants included 99 individuals with major depressive disorder, psychosis and healthy controls. Functional magnetic resonance imaging (fMRI) was complemented with real-time acquisition of hypothalamo-pituitary-adrenal (HPA) and -gonadal (HPG) hormones. fMRI data were analyzed in SPM8 and task-related connectivity was assessed using generalized psychophysiological interaction. RESULTS: Across all participants, elevated cortisol response predicted lower brain activity in orbitofrontal cortex and hypothalamus-amygdala connectivity. In those with worse dysphoric mood, elevated cortisol response predicted lower activity in hypothalamus and hippocampus. In women, elevated cortisol response was associated with lower activity in medial prefrontal cortex and low hypothalamo-hippocampal connectivity. In women with high dysphoric mood, elevated cortisol response was associated with low hypothalamo-hippocampal connectivity. There were no interactions with diagnosis or medication. LIMITATIONS: There was limited power to correct for multiple comparisons across total number of ROIs and connectivity targets; cortisol responses were relatively low. CONCLUSIONS: We conclude that the pathophysiology in neural-hormonal responses to negative affective stimuli is shared across healthy and clinical populations and varies as a function of sex and dysphoric mood. Our findings may contribute to the development of hormonal adjunctive therapeutics that are sex-dependent, underscoring the importance of one's sex to precision medicine.