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Psychological stress was assessed in 3 national surveys administered in 1983, 2006, and 2009. In all 3 surveys, stress was higher among women than men; and increased with decreasing age, education, and income. Unemployed persons reported high levels of stress, while the retired reported low levels. All associations were independent of one another and of race/ethnicity. Although minorities generally reported more stress than Whites, these differences lost significance when adjusted for the other demographics. Stress increased little in response to the 2008–2009 economic downturn, except among middle‐aged, college‐educated White men with full‐time employment. These data suggest greater stress‐related health risks among women, younger adults, those of lower socioeconomic status, and men potentially subject to substantial losses of income and wealth.