Response to stress can vary greatly between individuals. However, it remains unknown whether perceived impact of stress on health is associated with adverse health outcomes. We examined whether individuals who report that stress adversely affects their health are at increased risk of coronary heart disease (CHD) compared with those who report that stress has no adverse health impact. Analyses are based on 7268 men and women (mean age: 49.5 years, interquartile range: 11 years) from the British Whitehall II cohort study. Over 18 years of follow-up, there were 352 coronary deaths or first non-fatal myocardial infarction (MI) events. After adjustment for sociodemographic characteristics, participants who reported at baseline that stress has affected their health 'a lot or extremely' had a 2.12 times higher (95% CI 1.52-2.98) risk of coronary death or incident non-fatal MI when compared with those who reported no effect of stress on their health. This association was attenuated but remained statistically significant after adjustment for biological, behavioural, and other psychological risk factors including perceived stress levels, and measures of social support; fully adjusted hazard ratio: 1.49 (95% CI 1.01-2.22). In this prospective cohort study, the perception that stress affects health, different from perceived stress levels, was associated with an increased risk of coronary heart disease. Randomized controlled trials are needed to determine whether disease risk can be reduced by increasing clinical attention to those who complain that stress greatly affects their health.