Key points The human stress response activates the autonomic nervous system and endocrine systems to increase performance during environmental challenges. This response is usually beneficial, improving the chance of overcoming environmental challenges, but costs resources such as energy. Humans and other animals are known to adapt their responses to acute stress when they are stimulated chronically, presumably to optimise resource utilisation. Characterisation of these adaptations has been limited. Using advanced imaging techniques, we show that cardiovascular and endocrine physiology, reflective of energy utilisation during acute stress, and energy storage (fat) differ between the sexes when they are exposed to chronic stress. We examine possible evolutionary explanations for these differences, related to energy use, and point out how these physiological differences could underpin known disparities between the sexes in their risk of important cardiometabolic disorders such as obesity and cardiovascular disease. Abstract Obesity and associated diseases, such as cardiovascular disease, are the dominant human health problems in the modern era. Humans develop these conditions partly because they consume excess energy and exercise too little. Stress might be one of the factors contributing to these disease‐promoting behaviours. We postulate that sex‐specific primordial energy optimisation strategies exist, which developed to help cope with chronic stress but have become maladaptive in modern societies, worsening health. To demonstrate the existence of these energy optimisation strategies, we recruited 88 healthy adults with varying adiposity and chronic stress exposure. Cardiovascular physiology at rest and during acute stress (Montreal Imaging Stress Task), and body fat distribution were measured using advanced magnetic resonance imaging methods, together with endocrine function, cardiovascular energy use and cognitive performance. Potential confounders such as lifestyle, social class and employment were accounted for. We found that women exposed to chronic stress had lower adiposity, greater acute stress cardiovascular responses and better cognitive performance. Conversely, chronic stress‐exposed men had greater adiposity and lower cardiovascular responses to acute stress. These results provide initial support for our hypothesis that differing sex‐specific energy conservation strategies exist. We propose that these strategies have initially evolved to benefit humans but are now maladaptive and increase the risk of disorders such as obesity, especially in men exposed to chronic stress.