The concept of stress is a fundamental piece to understand how organisms can adapt to the demands produced by a continuously changing environment. However, modern lifestyle subjects humans to high levels of negative stress or distress, which increases the prevalence of mental illnesses. Definitely, stress has become the pandemic of the 21st century, a fact that demands a great intellectual effort from scientists to understand the neurobiology of stress. This review proposes an innovative point of view to understand that mood disorders and dementia have a common etiology in a stressful environment. We propose that distress produces sensory deprivation, and this interferes with the connection between the brain and the environment in which the subject lives. The auditory system can serve as an example to understand this idea. In this sense, distress impairs the auditory system and induces hearing loss or presbycusis at an early age; this can increase the cognitive load in stressed people, which can stimulate the development of dementia in them. On the other hand, distress impairs the auditory system and increases the excitability of the amygdala, a limbic structure involved in the emotional processing of sounds. A consequence of these alterations could be the increase in the persistence of auditory fear memory, which could increase the development of mood disorders. Finally, it is important to emphasize that stress is an evolutionary issue that is necessary to understand the mental health of humans in these modern times. This article is a contribution to this discussion and will provide insights into the origin of stress-related neuropsychiatric disorders.