Orexin is a neuropeptide that is produced in lateral hypothalamus neurons and sends its branches throughout the brain. These neurons play a modulating role in each region according to the main activity of the region. The two primary discovered roles of orexin include involvement in sleep processes and eating behavior. One of the important roles of orexin is the regulation of bio-neurocognitive systems related to stress response. The terminals of orexin neurons and their receptors are located in various brain areas related to memory, including the hippocampus. Stress as a homeostatic problem causes malfunction of learning and memory processes. Orexin affects the physiological and behavioral symptoms of stress by intensifying the activity of the nucleus adjacent to the ventricles of the hypothalamus and increasing the secretion of corticotropin-releasing hormone, which in turn strengthens the orexin neurons' function. This bilateral activation creates a kind of positive feedback mechanism and a stress memory form in its circuit. More studies are necessary to better understand the function of orexin in the peripheral and central nervous system, and these findings can be a valuable help for the treatment of diseases, for example, anxiety diseases. In this article, we review the findings of recent studies regarding orexin and its role in the stress system.