Identifying relative adrenal insufficiency in the critically ill preterm neonate is not always clear-cut. Preterm infants with vasopressor-resistant shock may have persistent cardiovascular insufficiency, which can result in rapid decompensation. After attempts of resuscitation with fluids and inotropes, these infants are often found to respond to glucocorticoids. This raises the important question of how prevalent adrenal insufficiency is in the preterm population. This article reviews the development and role of the adrenal glands, defines relative adrenal insufficiency in the preterm population, discusses barriers to determining this diagnosis, and describes treatment options.