A number of studies have shown that mental challenge under controlled experimental conditions is associated with elevations in inflammatory markers such as interleukin-6 (IL-6) and C-reactive protein (CRP). However, relatively little work has been done on the effects of ‘naturalistic’ stressors on acute changes in inflammatory markers. The present study examined whether perceived arousal, valence and dominance in musicians are associated with pro-inflammatory and oxidative responses to a concert situation. Blood and salivary samples obtained from 48 members of a symphony orchestra on the day of rehearsal (i.e. control situation) and on the following day of premiere concert (i.e. test situation) were used to determine changes in salivary cortisol, pro-inflammatory markers (plasma myeloperoxidase, serum CRP, plasma IL-6), oxidative stress markers (paraoxonase1 activity and malondialdehyde), and homocysteine, a risk factor for vascular disease. Results of regression analyses showed a significant trend to increased myeloperoxidase (MPO) response in individuals with low valence score. Both affective states, valence and arousal, were identified as significant predictors of cortisol response during concert. In addition, control levels of plasma malondialdehyde were positively correlated with differences in IL-6 levels between premiere and rehearsal (r = .38, p = .012), pointing to higher oxidative stress in individuals with pronounced IL-6 response. Our results indicate that stress of public performance leads to increased concentrations of plasma MPO (20%), IL-6 (27%) and salivary cortisol (44%) in musicians. The decreasing effect of pleasantness on the MPO response was highly pronounced in non-smokers (r = −.60, p < .001), suggesting a significant role of emotional valence in stress-induced secretion of MPO. Additional studies are needed to assess the generalizability of these findings to other ’naturalistic’ stress situations.