Background: Chronic stress is often accompanied by alterations in the diurnal rhythm of hypothalamus–pituitary–adrenal activity. However, there are limited data on the diurnal rhythmicity of breast milk glucocorticoids (GCs) among women with psychological distress. We compared mothers who sought consultation at an expertise center for pregnant women with an increased risk of psychological distress with control mothers for GC diurnal rhythmicity in milk and saliva obtained at the same time. Methods: We included 19 mothers who sought consultation at the psychiatry–obstetric–pediatric (POP) outpatient clinic and 44 control mothers. One month postpartum, mothers collected on average eight paired milk and saliva samples during a 24 h period. GC levels were measured using liquid chromatography–tandem mass spectrometry. GC rhythmicity parameters were determined with specialized software. Results: For both milk and saliva, no group differences regarding GC rhythms were found. Milk cortisol area under the curve with respect to the ground was lower in the POP group than in the control group (p = 0.02). GC levels in human milk and saliva were highly correlated within each group (p < 0.001). Conclusion: Although there were no differences between groups in GC rhythmicity, the total amount of milk cortisol was lower in the POP group. Long-term follow-up is needed to address the impact of vertical transmission of breast milk GCs.