Background: Prolonged stress exposure is associated with alterations in cortisol output. The COVID‐19 pandemic represented a stressor for many, including children. However, a high‐quality caregiving environment may protect against psychological problems and possibly against elevations in cortisol. We examined adolescents’ physiological stress responses to the pandemic and the role of attachment in two longitudinal samples from the Netherlands and the United States (https://aspredicted.org/HHY_8MK). Methods: Cortisol was assessed from hair samples before and during the pandemic, while attachment was self‐reported prepandemic. Study 1 included a Dutch sample (N = 158; examined at ages 10 and later at 14 years old), whereas Study 2 included a US sample (N = 153; examined at ages 9–11 and again 2 years later) and an age‐matched prepandemic sample (N = 29, 10–13 years old). Repeated‐measures analyses of variance examined changes in cortisol from prepandemic to during the pandemic and the effect of attachment in each sample separately. Results: After accounting for age, both studies revealed nonsignificant changes in hair cortisol and a nonsignificant effect of attachment. A significant effect of sex emerged in Study 1, with Dutch girls showing a significant cortisol increase during the pandemic, which was not explained by puberty. Conclusion: These findings suggest differential associations of the pandemic with hair cortisol increases by sex and country.