The purpose of the study was to examine psychobiosocial states, cognitive functions, endocrine responses (i.e., salivary cortisol and chromogranin A), and performance under competitive pressure in orienteering athletes. The study was grounded in the individual zones of optimal functioning (IZOF) and biopsychosocial models. Fourteen junior orienteering athletes (7 girls and 7 boys), ranging in age from 15 to 20 years (M = 16.93, SD = 1.77) took part in a two-day competitive event. To enhance competitive pressure, emphasis was placed on the importance of the competition and race outcome. Psychophysiological and performance data were collected at several points before, during, and after the races. Results showed that an increase in cortisol levels was associated with competitive pressure and reflected in higher perceived exertion (day 1, r = .32; day 2, r = .46), higher intensity of dysfunctional states (day 1, r = .59; day 2, r = .55), lower intensity of functional states (day 1, r = -.36; day 2, r = -.33), and decay in memory (day 1, r = -.27; day 2, r = -.35), visual attention (day 1, r = -.56; day 2, r = -.35), and attention/mental flexibility (day 1, r = .16; day 2, r = .26) tasks. The second day we observed better performance times, lower intensity of dysfunctional states, lower cortisol levels, improved visual attention and attention/mental flexibility (p < .050). Across the two competition days, chromogranin A levels were higher (p < .050) on the most difficult loops of the race in terms of both physical and psychological demands. Findings suggest emotional, cognitive, psychophysiological, and performance variables to be related and to jointly change across different levels of cognitive and physical load. Overall results are discussed in light of the IZOF and biopsychosocial models. The procedure adopted in the study also supports the feasibility of including additional cognitive load for possible practical applications.