Asthma, a chronic inflammatory disease of the airways, is greatly influenced by psychosocial factors and stress. This review looks at clinical studies that have shown strong associations between psychological stress and asthma to identify potential mechanisms for these interactions. Furthermore, we review animal studies involving stress and airway inflammation or airway hyperresponsiveness, and discuss possible mechanisms of stress action in asthma. In conclusion, further research, both in humans and in animal models, into the mechanisms of stress-induced changes in asthma exacerbation are required to help better understand the complex makeup of asthma and assist in the development of therapies directed at the interplay between the nervous system and airway inflammation.