Psychological stress is thought to be an important trigger of cardiovascular events, yet the involved pathways and mediators are largely unknown. Elevated systemic levels of the pro-inflammatory alarmin S100A8/A9 correlate with poor prognosis in coronary artery disease (CAD) patients. Here, we investigated the links between S100A8/A9 release and parameters of anti-inflammatory glucocorticoid secretion in two different cohorts subjected to a psychological stress test. In the first cohort of 60 CAD patients, psychological stress induced a rapid increase of circulating S100A8/A9. This rapid S100A8/A9 response strongly correlated with elevated evening saliva cortisol levels, suggesting an association with a dysregulated hypothalamic-pituitary-adrenal (HPA) axis. In the second cohort of 27 CAD patients and 28 controls, elevated S100A8/A9 levels were still detectable 24 h after stress in 40% of patients and 36% of controls, with a tendency for higher levels in patients. The sustained S100A8/A9 response was associated with a poor rapid cortisol release after stress in patients, but not in the control group. Our findings reveal for the first time that acute psychological stress induces elevated levels of S100A8/A9. We also provide hypothesis-generating evidence that dysregulated cortisol secretion in CAD patients might be associated with an exaggerated pro-inflammatory S100A8/A9 response.