The prefrontal cortex is a key player in stress response regulation. Electroencephalographic (EEG) responses, such as a decrease in frontal alpha and an increase in frontal beta power, have been proposed to reflect stress-related brain activity. However, the stress response is likely composed of different parts such as cognitive effort, time pressure, and social-evaluative threat, which have not been distinguished in previous studies. This distinction, however, is crucial if we aim to establish reliable tools for early detection of stress-related conditions and monitoring of stress responses throughout treatment. This randomized cross-over study (N=38) aimed to disentangle EEG correlates of stress. With linear mixed models accounting for missing values in some conditions, we found a decrease in frontal alpha and increase in beta power when performing the Paced Auditory Serial Addition Test (PASAT; cognitive effort; n=32) compared to resting state (n=33). No change in EEG power was found when the PASAT was performed under time pressure (n=29) or when adding social-evaluative threat (video camera; n=29). These findings suggest that frontal EEG power can discriminate stress from resting state but not more fine-grained differences of the stress response.