Stress exposure activates the HPA-axis and results in the release of corticosteroids which bind to two receptor types in the brain: the mineralocorticoid receptor (MR) and the glucocorticoid receptor (GR). While the role of the GR in stress reactivity has been extensively studied, the MR has received less attention. Nevertheless, pioneering in-depth studies over the past two decades have shown the importance of the brain MR in the processing of stressful information. Moreover, a membrane-bound MR mediating the rapid effects of cortisol was recently discovered. This review summarizes how the MR may play a role in stress resilience. Both preclinical and clinical studies suggest that the MR is an important stress modulator and influences basal as well as stress-induced HPA-axis activity, stress appraisal, and fear-related memories. These MR effects are mediated by both genomic and non-genomic MRs and appear to be at least partially sex-dependent. Moreover, the majority of studies indicate that high MR functionality or expression may confer resilience to traumatic stress. This has direct clinical implications. First, increasing activity or expression of brain MRs may prevent or reverse symptoms of stress-related depression. Second, individuals with a relatively low MR functionality may possess an increased stress susceptibility for depression. Nevertheless, the number of clinical MR studies is currently limited. In conclusion, the recent emergence of the MR as a putative stress resilience factor is important and may open up new avenues for the prevention and treatment of psychiatric disorders.