Individuals who perform optimally in extreme conditions, such as elite military warriors, can provide valuable insight into the neurobehavioral mechanisms underlying extraordinary performance. In the current study, we examined the degree to which Navy SEALs, when compared with healthy volunteers, could show more right anterior insula activation when shifting from anticipating one emotion to another during functional MRI. Consistent with our hypothesis, SEALs showed attenuated insula activation to negative image relative to positive image anticipation and greater right anterior insula activation during affective set-shifting. These findings suggest that elite warriors show combined (a) minimal reactivity during negative stimuli and (b) an enhanced ability to efficiently change their physiological state. These neural changes may underlie their ability to perform well in stressful situations.