Human-centered applications using wearable sensors in combination with machine learning have received a great deal of attention in the last couple of years. At the same time, wearable sensors have also evolved and are now able to accurately measure physiological signals and are, therefore, suitable for detecting body reactions to stress. The field of machine learning, or more precisely, deep learning, has been able to produce outstanding results. However, in order to produce these good results, large amounts of labeled data are needed, which, in the context of physiological data related to stress detection, are a great challenge to collect, as they usually require costly experiments or expert knowledge. This usually results in an imbalanced and small dataset, which makes it difficult to train a deep learning algorithm. In recent studies, this problem is tackled with data augmentation via a Generative Adversarial Network (GAN). Conditional GANs (cGAN) are particularly suitable for this as they provide the opportunity to feed auxiliary information such as a class label into the training process to generate labeled data. However, it has been found that during the training process of GANs, different problems usually occur, such as mode collapse or vanishing gradients. To tackle the problems mentioned above, we propose a Long Short-Term Memory (LSTM) network, combined with a Fully Convolutional Network (FCN) cGAN architecture, with an additional diversity term to generate synthetic physiological data, which are used to augment the training dataset to improve the performance of a binary classifier for stress detection. We evaluated the methodology on our collected physiological measurement dataset, and we were able to show that using the method, the performance of an LSTM and an FCN classifier could be improved. Further, we showed that the generated data could not be distinguished from the real data any longer.