Stress can be seen as the body's most important and complex reaction to ensure survival involving the neuroendocrine systems and a variety of other organs. The investigation of the evolutionary bases of stress argues that the basic mechanisms and molecules involved in stress (CRH, ACTH, glucocorticoids, biogenic amines and cytokines) are fundamentally similar and well preserved throughout evolution in different species and taxa. A review of available data highlights that the involvement of immunity during stress response has a strong evolutionary basis and is not a mere consequence of glucocorticoid hormone release. We propose that the evolutive cellular bases of stress are to be identified in immune cells, such as invertebrate hemocytes, producing a variety of cytokine-like molecules, capable at the same time of producing a variety of hormone- and neuropeptide-like molecules and of performing a proto-stress response (release of biogenic amines). We conclude that stress, a highly conserved reaction remarkably similar in different species and taxa, is a fundamentally positive type of adaptive reaction.