There are substantial individual differences in the response towards acute stressor. The aim of the current study was to examine how the neural activity after an error response during a non-stressful state, prospectively predicts the magnitude of physiological stress response (e.g., cortisol response and heart rate) and negative affect elicited by a laboratory stress induction procedure in nonclinical participants. Thirty-seven healthy young male adults came to the laboratory for the baseline neurocognitive measurement on the first day during which they performed a Go/Nogo task with their electroencephalogram recorded. On the second day, they came again to be tested on their stress response using an acute psychosocial stress procedure (i.e., the Trier Social Stress Test, the TSST). Results showed that the amplitude of error positivity (Pe) significantly predicted both the heart rate and cortisol response towards the TSST. Our results suggested that baseline cognitive neural activity reflecting error consciousness could be used as a biological predictor of physiological response to an acute psychological stressor in men.