The sport of rock climbing places a significant physiological and psychological load on participants. Psychophysiological analysis provides a unique insight into affective states arising from the demands of climbing, and the impact that they have on performance. This review provides an overview of climbing psychophysiology research completed to date. To summarise, an on-sight lead ascent of a route elicits the greatest psychophysiological response in climbers, whilst a red-point top-rope ascent produces the least. The effects of climbing stimuli on an individual's performance appear to be conditional on their experience. In general, experienced climbers show superior performance and are less anxious than their less practiced counterparts, with significantly lower cognitive and somatic anxiety, increased self-confidence and lower values of the steroid stress hormone cortisol. It is likely that the experience–stressor–performance relationship is due to advanced climbers' greater understanding of the risks associated with the sport, their habituation to the stressors gained through practice and their ability to perform well with higher levels of anxiety. This review outlines pertinent psychological climbing stimuli, summarises current methodologies and presents a detailed review of climbing psychophysiology research. It also concludes with suggestions for improving the depth and breadth of future research, including the need for the refinement of existing measures.