The purpose of this paper is to explain stress and how the stress affected the entrepreneurs. As an introduction to this paper will be elaborated what actually stress is and how the individual experiences the stress and cope with that. We will explain the most important models of occupational stress, which differ in terms of perspectives and approaches, such as work overload, reduced control, rapid change, unpredictable environments, which cause the stress. Explaining why entrepreneurs have the most stressful jobs and reasons for causing the stress among them. We will give a recommendation which strategies to use to manage stress as an entrepreneur, and how to turn negative energy into positive result.The data will be provided through the literature available in this area and published papers, i.e. the available edited data and information from previous research that can be used to specify the research problem.The realization of the objectives of the research will use the inductive method, first of all, to come to individual conclusions about the phenomena examined, as well as the deductive method which, through analysis, abstraction and generalization, will provide general conclusions.