The psychobiological mechanisms that contribute to the development of stress resilience are not fully elucidated. One potential approach for enhancing resilience is the exposure to mild challenges. According to this approach, a mildly stressful episode may immunize the individual, thereby strengthening resistance to subsequent stressors. This phenomenon is often viewed as a form of behavioral immunization. Although, the term 'behavioral immunization' was borrowed from the field of immunology, the involvement of the adaptive immune system in stress resilience was never investigated. However, based on accumulated new data, we suggest that the immunological memory does have a significant role in developing coping responses to stress. Although, immune deficiency results in an impaired ability to cope with stress, boosting immunological memory can increase stress resilience. Therefore, we propose that defense against mental challenge, similarly to defense against intruders, involves an immunological mechanism, which establishes stress resilience to a later challenge. Here, we review the involvement of the adaptive immune system in coping mechanisms in response to psychological stress, and discuss the connection between cognitive memory and immunological memory in establishing ability to efficiently cope with stressful episodes.