Stress is defined as a state of threatened homeostasis or disharmony that is counteracted by a complex repertoire of physiological and behavioral adaptive responses in order to establish homeostasis. Confronted with a stressful condition, the nervous and immune systems initiate a coping process to maintain homeostasis in the body. Psychological stress, recognized as a public health issue in children and young adults, may be one mechanism to induce and maintain autoimmunity in children. It is necessary to increase our understanding of how psychological stress can affect the immune system at a young age because autoimmune diseases, especially type 1 diabetes, are alarmingly common in children. Psychological stress may be involved in other autoimmune diseases, such as celiac disease, systemic lupus erythematosus, and juvenile idiopathic arthritis, that frequently occur in children as well. This review summarizes the studies attempting to evaluate the link between psychological stress and autoimmune response in children. A number of them have observed that the autoimmune disease itself causes psychological stress. We are far from fully understanding how long-term psychological stress is linked to autoimmune response in children with a high risk of, or already diagnosed, autoimmune disease.