While the clinical and immunologic efficacy of sublingual immunotherapy (SLIT) in allergic diseases has been extensively demonstrated, some patients display a poor clinical response. Psychological stress has been shown to play a role in atopy and also to affect response to immunomodulating therapies such as vaccination with microbial antigens. This study addresses the possibility of response to SLIT being affected by psychological stress. Forty children with mild asthma caused by allergy to Dermatophagoides pteronyssinus and farinae were subjected to SLIT and then divided after 6 months into two groups based on the results of the stress integrated measure (SIM) test: group 1 (24 stressed patients, mean SIM value of 60.1) and group 2 (16 non-stressed patients, mean SIM value of 7.6). There was also a higher prevalence of psychosocial stressing factors (divorced/absent parents, low income households, non-working parents) among stressed patients. The symptom score, peak expiratory flow (PEF), forced expiratory volume in 1 s (FEV1) and serum eosinophie cationic protein (ECP) concentration were evaluated at both times. The serum concentration of neuroendocrine parameters [prolactin, cortisol, adrenocorticotropic hormone (ACTH)] was also measured after 6 months of therapy. While all the clinical parameters and ECP concentration improved after SLIT, symptom score, PEF and ECP showed a significantly greater improvement in non-stressed patients. The concentration of neuroendocrine parameters was significantly increased in stressed patients. Our findings show that psychological stress can affect response to SLIT also in allergic subjects and are consistent with data recently reported showing a correlation between stress and poor response to antimicrobial vaccines. Our data also suggest that stress evaluation may become a useful prognostic factor in immunotherapy.