Caregivers have to cope repeatedly with acute stressors in their daily lives, and this is associated with disturbances in the hypothalamic-pituitary-adrenal (HPA) axis and the immune system. Such disturbances could contribute to the development of health problems in informal caregivers of people with chronic illnesses, such as eating disorders (EDs). The main objective of this study was to examine endocrine (salivary cortisol levels (Csal)), immune (immunoglobulin-A (IgA)), and psychological (anxiety, mood, and anger feelings) responses to an acute psychological stressor in a sample of informal caregivers of individuals with EDs compared to a sample of non-caregivers. In addition, it also aimed to analyze the potential relationship of the aforementioned endocrine and immune response parameters with psychological variables in the caregivers. Caregivers had lower Csal and IgA levels at all assessment points except baseline. Moreover, they also exhibited lower Csal and IgA responses and greater worsening of mood in response to acute psychosocial stress than the non-caregivers, which suggests that caregivers had dampened endocrine and immune reactivity to acute stress. On the other hand, endocrine and immune parameters were unrelated to psychological variables. These findings advance our understanding of how a chronically stressed population reacts to acute stress, and should be considered for the development of effective interventions focused on stress management that could help caregivers to reduce their stress levels, which, in turn, would improve their health.