The hypothalamo-pituitary-adrenal (HPA) axis is one of the main components of the stress system. Maintenance of normal physiological events, which include stress responses to internal or external stimuli in the body, depends on appropriate HPA axis function. In the case of severe cortisol deficiency, especially when there is a triggering factor, the patient may develop a life-threatening adrenal crisis which may result in death unless early diagnosis and adequate treatment are carried out. The maintenance of normal physiology and survival depend upon a sufficient level of cortisol in the circulation. Life-long glucocorticoid replacement therapy, in most cases meeting but not exceeding the need of the patient, is essential for normal life expectancy and maintenance of the quality of life. To enable this, the initial step should be the correct diagnosis of adrenal insufficiency (AI) which requires careful evaluation of the HPA axis, a highly dynamic endocrine system. The diagnosis of AI in patients with frank manifestations is not challenging. These patients do not need dynamic tests, and basal cortisol is usually enough to give a correct diagnosis. However, most cases of secondary adrenal insufficiency (SAI) take place in a gray zone when clinical manifestations are mild. In this situation, more complicated methods that can simulate the response of the HPA axis to a major stress are required. Numerous studies in the assessment of HPA axis have been published in the world literature. In this review, the tests used in the diagnosis of secondary AI or in the investigation of suspected HPA axis insufficiency are discussed in detail, and in the light of this, various recommendations are made.