Abstract Low activity of the hypothalamic–pituitary–adrenal axis (HPAA) has been found in children with attention deficit hyperactivity disorder (ADHD). The condition may be related to the reduced attention regulation capacity and/or to comorbid oppositional defiant or conduct disorder (ODD/CD). Sex differences are probable but not sufficiently studied. We analyzed the HPAA activity and sympathetic nervous system reactivity (SR) in children with ADHD while accounting for ADHD symptom presentation, comorbidity, and sex differences. The sample comprised 205 children, 98 (61 boys, 37 girls) with ADHD and 107 (48 boys, 59 girls) healthy controls. DSM-5 phenotypic symptom presentation and comorbid ODD/CD were assessed using clinical interviews. Hair cortisol concentration (HCC) was used to assess the long-term, cumulative activity of the HPAA. SR was assessed via skin conductance response (SCR). For control purposes, comorbid internalizing symptoms and indicators of adverse childhood experiences (ACE) were assessed. Children were medication naive. Boys presenting with predominantly inattentive symptoms (ADHD-I) showed lower HCC than healthy boys. Girls presenting with combined symptoms (ADHD-C) showed higher HCC than did healthy girls ( p ’s < 0.05, sex-by-group interaction, F (2,194) = 4.09, p = 0.018). Boys with ADHD plus ODD/CD showed a blunted SR ( p < 0.001, sex-by-group interaction, F (2,172) = 3.08, p = 0.048). Adjustment for ACE indicators led to non-significant differences in HCC but did not affect differences in SR. HCC constitutes an easily assessable, reliable, and valid marker of phenotypic ADHD-related features (i.e. symptom presentation and comorbidity). It indicates more homogenous subgroups of ADHD and might point to specifically involved pathophysiological processes.