AIMS: Stress is a growing public health problem, but there are only a few studies with national representative samples on the occurrence of stress. The aim of this study was to assess the level of stress, measured by the Perceived Stress Scale, in Denmark, and to identify and characterize the group with high levels of stress by factors measured at both the individual and neighbourhood levels in a national representative sample of the Danish population. METHODS: The 10,022 participants in the National Health Interview Survey 2005 were asked about perceived stress and individual factors in a cross-sectional design. Information on neighbourhood factors was derived from a national registry. Data were analysed by means of logistic regression models. RESULTS: Low education, heavy smoking, physical inactivity, lack of social network and poor working conditions were associated with perceived stress. For women, living in a neighbourhood with low average education, and for men, living in a neighbourhood with a high rate of crime and a low degree of ethnic diversity, were associated with higher perceived stress. Perceived stress was also related to indicators of morbidity. CONCLUSIONS: The group with high perceived stress is characterized by individual and neighbourhood factors with negative impacts on quality of life and risk of illness. This knowledge can guide future stress prevention efforts. Additionally, the results suggest a negative social component where perceived stress, unhealthy lifestyle and low social status are accumulated, and perceived stress might be used as a measure to identify groups characterized by accumulation of risk factors.