The bodily-self, our experience of being a body, arises from the interaction of several processes. For example, embodied Sense of Agency (SoA), the feeling of controlling our body’s actions, is a fundamental facet of the bodily-self. SoA is disturbed in psychosis, with stress promoting its inception. However, there is little knowledge regarding the relationship between SoA, stress, and other facets of the bodily-self. In four experiments manipulating embodied SoA using a virtual hand (VH), we examined (1) How is embodied SoA related to other facets of the bodily-self?; and (2) How is SoA impacted by stress? We found that increased alteration of the VH significantly decreased subjective ratings of SoA and body ownership (Exp. 1), supporting the close relation between SoA and body ownership. Interoceptive accuracy and SoA were positively correlated (Exp. 3), connecting awareness to one’s actions and cardiac signals. Contrary to our expectations, SoA was not related to trait anxiety (Exp. 3), nor did induced stress impair SoA (Exp. 4). Finally, we found a negative correlation between self-reported prodromal symptoms and SoA. These results strongly support the connection between SoA and the bodily-self. Whereas, SoA was not impaired by stress, and weakly related to psychotic symptoms.