All organisms have a stress response system to cope with environmental threats, yet its precise form varies hugely within and across individuals, populations, and species. While the physiological mechanisms are increasingly understood, how stress responses have evolved remains elusive. Here, we show that important insights can be gained from models that incorporate physiological mechanisms within an evolutionary optimality analysis (the 'evo-mecho' approach). Our approach reveals environmental predictability and physiological constraints as key factors shaping stress response evolution, generating testable predictions about variation across species and contexts. We call for an integrated research programme combining theory, experimental evolution, and comparative analysis to advance scientific understanding of how this core physiological system has evolved.