The aim of this study was to investigate how perceived stress may affect electroencephalographical (EEG) activity in a stress paradigm in a sample of 76 healthy participants. EEG activity was analyzed using multilevel modeling, allowing estimation of nested effects (EEG time segments within subjects). The stress paradigm consisted of a 3-minute pre-stimulus stress period and a 2-minute post-stimulus phase. At t=3 minutes, a single electrical stimulus was delivered. Participants were unaware of the precise moment of stimulus delivery and its intensity level. In the EEG time course of alpha activity, a stronger increase was observed during the post-stimulus period as compared to the pre-stimulus period. An opposite time course effect was apparent for gamma activity. Both effects were in line with a priori expectations and support the validity of this experimental EEG-stress paradigm. Secondly, we investigated whether interaction effects of stress and coping, as measured with the Perceived Stress Scale-10 questionnaire (PSS-10), could be demonstrated. A higher perceived stress score was accompanied by a greater increase in delta- and theta-activity during the post-stimulus phase, compared to low scores. In contrast, low coping capacity was associated with a stronger decrease in slow beta, fast beta and gamma activity during the post-stimulus phase. The results of the present article may be interpreted as proof-of-principle that EEG stress-related activity depends on the level of subjectively reported perceived stress. The inclusion of psychosocial variables measuring coping styles as well as stress-related personality aspects permits further examination of the interconnection between mind and body and may inform on the process of transformation from acute to chronic stress.