Because of labor-intensive and physically demanding tasks, construction workers are known to be at a higher risk of developing physical fatigue. Recently, studies have shown that construction workers are often exposed to considerable mental stresses as well. While a number of studies have proposed methods and tools to measure and monitor physical and mental stress disjointedly, there is a need to explore their interaction. The literature indicates that no previous study has endeavored to evaluate the effect of mental stress on physical stress for construction tasks. This investigation is necessary to better comprehend work demands of construction tasks. Accordingly, entailing randomized crossover design and simulated manual material handling experiment, this study evaluated the effect of cognitive task-led mental stress on physical stress using both subjective (ratings of perceived exertion) and objective measures (heart rate, skin temperature and skin conductance). The results revealed that cognitive task-led mental stress led to a significant increase in subjective ratings of perceived exertion accompanied by an increase in skin temperature and skin conductance, while heart rate remained unaffected. The findings of this study add to the body of knowledge by highlighting that traditional benchmarking of task demands using only physiological measures may not be comprehensive. Rather, it might be suggested that additional psychological measurements are also essential as they might affect physical stress development. Furthermore, the current study has increased our understanding related to the interaction of physical and mental stress by revealing inter-individual differences among the participants. Accordingly, by examining each worker separately, practitioners and safety managers can develop better mitigation strategies and individualized training programs, especially for more vulnerable workers, which can enhance overall health and safety on construction jobsites.