Introduction. Adolescents can present high levels of stress when faced with various biopsychosocial changes, affecting their daily activities and influencing the initiation and development of risk behaviours and/or a mental disorder. Therefore, it is important to identify protective factors against stress, such as emotional intelligence, for adolescents. Objective. Determine the effect of stressful life events (SLE) and perceived emotional intelligence (PEI) on the stress level in adolescent high school students and identify differences by sex. Method. Cross-sectional study, 1 417 adolescents (57% women and 43% men), with an average age of 15.90 (SD = .91), who were evaluated in levels of PEI, SLE, and stress perceived. Results. The results show high rates of stressful events experienced. Attention to emotions increases the perception of stress in both sexes, while clarity and emotional repair have a stress-reducing effect on women. Discussion and conclusions. The results suggest that the PEI is determinant in the emotional self-control and the adaptive capacity of the adolescent to face stressful situations.