Acute psychosocial stress is associated with physiological, subjective and cognitive changes. In particular, attention, which is considered one of the main processes driving cognition, has been related to different stress outcomes, such as anxiety, cortisol levels and autonomic responses, individually. Nonetheless, their specific contributions to and association with attention is still not fully understood. To study this association, 42 male participants were asked to perform an attentional task just before and immediately after being exposed to either an experimental treatment designed to induce psychosocial stress using the Trier Social Stress Test (TSST) or a matching stress-free control condition. The salivary cortisol concentration, heart rate, and selfreported anxiety were measured to assess the physiological response to stress and the subjective experience during the protocol. As expected, psychosocial stress induced increases in heart rate, salivary cortisol levels and anxiety. The behavioral analysis revealed that members of the control group performed better on the attentional task after the protocol, while members of the TSST group showed no changes. Moreover, after dividing the stress group into sub-groups of participants with high and low anxiety, we observed that participants in the high-anxiety group not only failed to perform better but also performed worse. Finally, after testing several single-level mediation models, we found that anxiety is sufficient to explain the changes in attention and that it mediates the effects between heart rate and cortisol levels on attention. Our results suggest that the immediate effects of acute psychosocial stress on attention are highly dependent on the participant's subjective experience, which, in turn, is affected and can mediate stress-related physiological changes.