Conscientiousness is associated with health, but the mechanisms remain poorly understood. To explore the role that stress might play, this study examined whether conscientiousness was associated with exposure and reactivity to life stress. This study followed 133 adolescent women every 6 months for 2.5 years. Participants completed a baseline measure of conscientiousness, and at each visit underwent a structured interview to catalogue episodic and chronic stress and had blood drawn to assess inflammatory processes. Participants higher in conscientiousness experienced fewer self-dependent episodic stressors and less academic and interpersonal chronic stress throughout the study. However, at times when they experienced higher levels of chronic interpersonal stress, they became more resistant to glucocorticoids. Higher levels of conscientiousness may protect adolescent women from exposure to certain stressors. However, when stress occurs, highly conscientious individuals may become more resistant to glucocorticoids, increasing their risk for processes that influence inflammatory conditions.