People born at a low birth weight are at increased risk of chronic adult disease including coronary heart disease, type 2 diabetes, cognitive decline and depression. Recent human and animal research has suggested programming of physiological stress response as an important linking mechanism. We review evidence from human studies, focusing on biological markers as early life indicators and laboratory-induced stress response as an outcome. Several studies show that indicators such as birth weight or length of gestation are associated with alterations in blood pressure, autonomic nervous system and hypothalamic-pituitary-adrenal axis (HPAA) response. In most studies these associations vary according to sex: low birth weight seems to be associated with higher autonomic nervous system response more clearly in females and with higher peripheral vascular resistance and HPAA response in males. The published studies have established the validity of the concept of early life programming of stress response. We believe that important future directions include focusing on specific early life exposures as predictors and on stress response in everyday life as an outcome.