Individuals with a Religious or Spiritual Problem (RSP), as defined in the DSM-5, experience distress associated with faith-related moral dilemmas, existential meaning, and transpersonal attitudes toward other people. It is unclear whether a RSP reflects a generally heightened stress reactivity or whether the stress response is confined to religious and spiritual contexts. To elucidate this issue, we measured behavioral and physiological responses during social-evaluative stress (public speaking—Trier Social Stress Test) and in religious/spiritual contexts (Bible reading and listening to sacred music) in 35 individuals with RSP and 35 matched participants. We found no stress reduction in the religious/spiritual context in RSP, as indicated by increased heart rate, saliva cortisol, and relatively higher left than right frontal activity. Religious stimuli evoked physiological stress responses in RSP. Contrary to the physiological parameters, participants with RSP reported less anxiety in the religious/spiritual context. Religious individuals with and without RSP showed similar stress responses during public speaking. Religious individuals without RSP displayed reduced stress responses in the religious/spiritual context. These results indicate that specific physiological distress in religious/spiritual contexts should be considered in the psychological care of RSP.