Psychological stress is a major risk factor for the development and progression of a number of diseases, including cardiovascular disease, cancer, arthritis, and major depression. A growing body of research suggests that long term, stress-induced activation of the sympathetic nervous system (SNS) and the hypothalamic-pituitary-adrenal (HPA) axis may lead to increases in inflammation, which is known to play a key role in the pathophysiology of a variety of diseases. Furthermore, the burgeoning fields of social neuroscience and health neuroscience have begun to identify the neurocognitive mechanisms by which stress may lead to these physiological changes. Here we review the literature examining the neurocognitive correlates of stress-induced SNS, HPA, and inflammatory responses. Specifically, we summarize the results of neuroimaging studies that have examined the neural correlates of stress-related increases in SNS, HPA, and inflammatory activity. A set of neural systems involved in threat processing, safety processing, and social cognition are suggested as key contributors to stress-related changes in physiology. We conclude by offering suggestions for future research in the exciting new field of health neuroscience.