Protective responses are pivotal in aiding organismal persistence in complex, multi-stressor environments. Multiple-stressor research has traditionally focused on the deleterious effects of exposure to concurrent stressors. However, encountering one stressor can sometimes confer heightened tolerance to a second stressor, a phenomenon termed ‘cross-protection’. Cross-protection has been documented in a wide diversity of taxa (spanning the bacteria, fungi, plant and animal kingdoms) and habitats (intertidal, freshwater, rainforests and polar zones) in response to many stressors (e.g. hypoxia, predation, desiccation, pathogens, crowding, salinity, food limitation). Remarkably, cross-protection benefits have also been shown among emerging, anthropogenic stressors, such as heatwaves and microplastics. In this Commentary, we discuss the mechanistic basis and adaptive significance of cross-protection, and put forth the idea that cross-protection will act as a ‘pre-adaptation’ to a changing world. We highlight the critical role that experimental biology has played in disentangling stressor interactions and provide advice for enhancing the ecological realism of laboratory studies. Moving forward, research will benefit from a greater focus on quantifying the longevity of cross-protection responses and the costs associated with this protective response. This approach will enable us to make robust predictions of species' responses to complex environments, without making the erroneous assumption that all stress is deleterious.