The cold pressor test (CPT) and Trier Social Stress Test (TSST) have been shown to reliably increase HPA activity; however, little research has compared responses to these stressors. In this study, biological (plasma cortisol and ACTH levels) and subjective (e.g., stress and mood) responses were compared in 31 subjects administered both the CPT and TSST. Subjects were diagnosed with alcohol dependence and post-traumatic stress disorder (PTSD) (n = 11), alcohol dependence without PTSD (n = 10), PTSD without alcohol use disorder (n = 4), and neither PTSD nor alcohol use disorder (n = 6). All subjects completed both the CPT and TSST. In all groups, the TSST elicited higher levels of ACTH and cortisol than the CPT, and the response time course differed between tasks. The TSST also produced lower mood ratings than the CPT. A comparison of all diagnosed groups with normal controls revealed group differences in ACTH responding for the CPT but not the TSST. The results suggest that the TSST results in a greater HPA response than the CPT; however, the CPT may have utility in diagnostically heterogeneous patients.