Alcohol consumption throughout pregnancy has been associated with mental illness, hyperactivity and social difficulties in offspring. This may be due in part to programmed disruption of the hypothalamic-pituitary-adrenal axis (HPA) activity and responsiveness. However, it is unknown if the HPA is affected and similar behavioural outcomes occur following alcohol exposure limited to the time around conception, the periconceptional (PC) period. Female Sprague-Dawley rats were treated with PC:EtOH (12.5 % v/v EtOH liquid diet) or a control diet from four days before conception, until embryonic day 4. Offspring at 3-months of age underwent the forced swim test (FST) and social interaction test. HPA reactivity tests (combined dexamethasone suppression test (DST) and corticotropin-releasing hormone test (CST), 30-minute restraint stress) were performed at 5 months of age and then pituitary and adrenal glands were collected for expression of genes involved in HPA regulation. PC:EtOH exposure significantly increased immobility (p < 0.05) in both sexes in the FST. PC:EtOH also increased the duration of affiliative behaviour (p < 0.05) within the social interaction test in female offspring. PC:EtOH programmed HPA hyperactivity in both sexes during the DST/CST test (p < 0.05); however, there was no impact of PC:EtOH on plasma corticosterone concentration in response to restraint stress. There was no significant impact of PC:EtOH on mRNA expression in glucocorticoid signalling genes in the pituitary gland or the steroidogenic pathway in the adrenal gland. This study suggests that alcohol exposure, even when limited to a short period around conception, can program mental illness-like phenotypes, and this was associated with alterations in HPA responsiveness. This study further highlights that consumption of alcohol even prior to implantation may impact the long-term health of offspring.