Socioeconomic status (SES) is a well-established determinant of health. Disparities in stress are thought to partially account for SES-health disparities. We tested whether multiple indicators of SES show similar associations with psychological stress and whether race, sex, and geographic region moderate associations. Participants (n = 26,451) are from a well-characterized national cohort of Black and White US adults aged 45 years or older. Psychological stress was measured using the 4-item perceived stress scale. Income was assessed as annual household income and education as highest level of education completed. Occupation was assessed during a structured interview and subsequently coded hierarchically. For all sex-race-region groups, the largest SES-stress associations were for income and the smallest were for occupation. Race moderated SES-stress associations, such that income and education were more closely associated with stress in Black adults than White adults. Additionally, education was more strongly associated with stress in individuals living in the stroke belt region. Black Americans with lower income and education reported greater psychological stress and may be at higher risk for disease through stress-related pathways. Thus, which SES indicator is examined and for whom may alter the magnitude of the association between SES and psychological stress.