Prenatal glucocorticoid overexposure has been shown to programme adult cardiovascular function in a range of species, but much less is known about the long-term effects of neonatal glucocorticoid overexposure. In horses, prenatal maturation of the hypothalamus–pituitary–adrenal axis and the normal prepartum surge in fetal cortisol occur late in gestation compared to other precocious species. Cortisol levels continue to rise in the hours after birth of full-term foals and increase further in the subsequent days in premature, dysmature and maladapted foals. Thus, this study examined the adult cardiovascular consequences of neonatal cortisol overexposure induced by adrenocorticotropic hormone administration to full-term male and female pony foals. After catheterisation at 2–3 years of age, basal arterial blood pressures (BP) and heart rate were measured together with the responses to phenylephrine (PE) and sodium nitroprusside (SNP). These data were used to assess cardiac baroreflex sensitivity. Neonatal cortisol overexposure reduced both the pressor and bradycardic responses to PE in the young adult males, but not females. It also enhanced the initial hypotensive response to SNP, slowed recovery of BP after infusion and reduced the gain of the cardiac baroreflex in the females, but not males. Basal diastolic pressure and cardiac baroreflex sensitivity also differed with sex, irrespective of neonatal treatment. The results show that there is a window of susceptibility for glucocorticoid programming during the immediate neonatal period that alters cardiovascular function in young adult horses in a sex-linked manner.