Prenatal stress is reported to increase the risk of nervous, endocrine and metabolism diseases, immune dysfunction. The influence of prenatal stress on immune system is complicated, which include the changes of immune cells, cytokines, immune organs, hematopoietic stem cells. The mechanism accepted is that prenatal stress cause secretion changes of stress hormones like adrenaline and glucocorticoids which lead to cascade response of systematic modifications. This paper reviews the influence of main long-last hormone, glucocorticoids on immune systems, and further discover the alteration of the central immune organs, the bone marrow and thymus, which is one of the reason that prenatal stress cause prolonged influence in immune function of offspring. As the inner environment of prenatal offspring owns many specific aspects compared with the adults, the affects of prenatal stress are different from adult stress. However, parts of the body response are similar. So it may be helpful to further study of prenatal stress by comparing these two.