This preliminary study aims at investigating the neural correlates of the stress response, intended as an emotional and cognitive response, through the description of the activation of the autonomic nervous system in a problem-solving task and central functional data; in particular, we recorded skin conductance level (SCL) and response (SCR) and observed the correlation with fMRI data. The results obtained from 6 healthy subjects, 3 males and 3 females, aged between 18 and 45 (average = 27, SD = 7.08) who voluntarily offered to participate in the study were examined. They were previously subjected to a brief clinical psychological assessment (MMPI-2) and then to a psychophysiological evaluation. The real experiment consisted in subjecting the participants to an adapted version of the Raven's Coloured Progressive Matrices 47 (CPM 47) test to evaluate some consequences on brain activity of attention, orientation, reflex and response to stress during fMRI data acquisition and SCL-SCR recording. SCR changes were found to be related to the activity of different brain regions such as bilateral precentral gyrus, right inferior frontal gyrus, right medial frontal gyrus, bilateral superior frontal gyri and left anterior cingulate suggesting a specific relationship between attentive processing and autonomic arousal. The association of SC measurement with neuroimaging allows to highlight the interaction between emotional and cognitive processes: although preliminary, these results partially confirm what previously found in literature on the neural correlates of psychological stress and underline the interaction between cognitive function and autonomic arousal system during a stressful problem-solving task.