Stress has become a symbol of modern life and it has been considered a significant issue in health psychology and exercise psychology. Nowadays, given the development of brain image techniques, improvements of physiological assessment, and results of animal study, research from the perspective of psychophysiology and neuropsychophysiology have been increasing dramatically. Therefore, increasing attention to such issues and knowledge should be highly regarded. The purpose of the review is to provide future studies for reference based on the perspectives of psychophysiology and neuropsychophysiology with focus on the stress definition, background, mechanism, and its reactions to exercises.