Abstract: The human body, when under threat, elicits a set of neuroendocrine responses, including an increased secretion of glucocorticoids (GCs) and catecholamines from the adrenal gland and the activation of the sympathetic nervous system. These hormonal secretions allow a “fight or flight” response by mobilizing endogenous substrate and inducing a state of insulin resistance in the liver and skeletal muscles. Although the stress response was essential in ancient times to survive physical aggression, this threat has disappeared in our industrialized societies. However, in today's environment, the same stress responses can be elicited by emotional stimuli or professional and social stress. Such psychological stress may be protracted and unrelated to an increased metabolic demand. Thus, the energy mobilized is not used but is stored in visceral fat depots by the combined action of hypercortisolism and hyperinsulinemia. In addition, chronic activation of the stress system causes suppression of the gonadal, growth hormone (GH), and thyroid axes. These metabolic disturbances, in concert, lead to the clinical expression of a number of comorbidities including central obesity, hypertension, dyslipidemia, and endothelial dysfunction, all components of the metabolic syndrome and cardiometabolic risk factors. Moreover, chronic stress has deleterious effects on the brain and, in particular, affects hippocampal structure and function leading to cognitive and mood disturbances. Importantly, this stress-induced clinical phenotype is likely to be exaggerated in the presence of physical inactivity, resulting in a “stress-induced/exercise deficient” phenotype. Assuming that the stress response is a neuroendocrine mechanism that occurs in anticipation of physical action, then physical activity should be the natural means to prevent the consequences of stress. Indeed, accumulating evidence documents the beneficial effects of regular exercise in preventing or ameliorating the metabolic and psychological comorbidities induced by chronic stress. These benefits are thought to derive from a central effect of exercise to reduce the sensitivity to stress and also peripheral actions influencing metabolic functions and, in particular, insulin sensitivity and the partitioning of fuels toward oxidation rather than storage. It is concluded that chronic psychosocial stress, in the presence of physical inactivity, is likely to contribute to the epidemic of cardiometabolic and emotional disease of our current society. The way to prevent and combat this burden is by regular exercise.