Athletes often report on heightened stress, higher disease susceptibility, and a deterioration in mood and performance throughout periods of high training load and competitions. This paper presents a single‐case study combining different research approaches to monitor the dynamic, idiosyncratic responses to competitive stress in elite sports using the example of professional ballroom dancing. Throughout an 8‐month period (313 data points), one international‐level female dancer provided data on mood, stress, and fatigue. In parallel, she collected saliva samples for the assessment of cortisol (sCort) and alpha‐amylase (sAA). A hair strand was collected every 3 months to examine cumulative cortisol secretion. As expected, perceived stress was related to a reduction in well‐being. On a daily basis, sCort predicted lower fatigue. In addition, tournaments resulted in a 3‐fold and a 2‐fold increase in sCort and sAA, respectively, and there was a pronounced drop in hair cortisol in the aftermath of a surgery‐related break from dancing. We confirm competitive ballroom dancing to constitute a major stressor with immediate and prolonged consequences for self‐reported well‐being and biological stress markers. Single‐case studies offer much potential for the observation of complex dynamic associations. In a next step, this approach will also become relevant when evaluating the efficacy of preventive and therapeutic interventions on an individual level.