Effortful control is thought to foster adaptive action in defensive contexts and may thereby protect individuals against anxious inhibition and focus on their own distress. We examined if effortful control predicted adolescents' perceived arousal, unpleasantness, and control as well as autonomic (heart rate [HR]) and hypothalamic–pituitary–adrenal axis (cortisol) responses during social stress. The data came from a focus sample of the Tracking Adolescents' Individual Lives Survey, a prospective population study of Dutch adolescents (N = 715, 50.9% girls; mean age = 16.11, SD = 0.59), who participated in a laboratory session including a social stress task (public speaking and mental arithmetic). Perceived and physiological stress measures were assessed before, during, and after the social stress task. Effortful control was measured using various questionnaires and informants, as well as by means of a reaction time (RT) task assessing response inhibition. Overall, adolescents with high questionnaire-based effortful control tended to feel more relaxed, pleasant, and in control during the laboratory session than adolescents with lower levels of control and had stronger HR responses to the stress test. Adolescent girls with high inhibitory control as measured by the RT task also had strong HR responses, but inhibitory control was associated with high rather than low perceived arousal. Our results suggest that both questionnaire and RT measures of effortful control predict strong HR responses to challenging situations, but associational patterns diverge with regard to perceived stress measures.