The aim of this study was to assess the relationship between training load (TL) and physical performance, biochemical markers, and psychological stress during a short preparatory period (PP) in Brazilian elite male volleyball players. Twelve volleyball players from a team competing in the Brazilian Men’s Volleyball Super League were enrolled (26.9 ± 4.6 years). Countermovement Jump (CMJ), Creatine Kinase (CK), Testosterone (T), Cortisol (Cr), T/Cr ratio, and Recovery and Stress Questionnaire for Athletes (RESTQ-Sport) were collected at baseline, after 2st, 4st, and 6st week. TL was quantified daily using the Rating of Perceived Exertion (RPE). Differences were noted between Total Weekly TL (TWTL) (F3,33 = 50.907; p = 0.0001), CK (F3,33 = 16.157; p = 0.0001), and T (F3,33 = 3.283; p = 0.03). No differences were seen in CMJ (F3,33 = 1.821; p = 0.16), Cr (F3,33 = 2.409; p = 0.08), or T/Cr ratio (F3,33 = 1.527; p = 0.23). The RESTQ-Sport demonstrated differences between moments in Social Stress (F3,33 = 2.297; p = 0.04; Eta2 = 0.25), Success (F3,33 = 4.350; p = 0.01; Eta2 = 0.19), General Well-being (F3,33 = 4.465; p = 0.01; Eta2 = 0.36), and Injury (F3,33 = 2.792; p = 0.05; Eta2 = 0.62). The results showed a significant correlations of small to moderate magnitude between TWTL and CK (r = 0.32; p = 0.05). In conclusion, a short PP in volleyball leads to increased TL, CK level, and psychological stress. TL was related with the increase of CK, suggesting muscle damage without increased of physical performance.