Stress-induced analgesia (SIA) is an adaptive response of reduced nociception following demanding acute internal and external stressors. Although a psychobiological understanding of this phenomenon is of importance for stress-related psychiatric and pain conditions, comparably little is known about the psychobiological mechanisms of SIA in humans. The aim of this study was to investigate the effects of acute psychosocial stress on heat pain perception and its possible neuroendocrine mediation by salivary cortisol levels and α-amylase activity in healthy men. Employing an intra-individual assessment of heat pain parameters, acute psychosocial stress did not influence heat pain threshold but significantly, albeit slightly, increased heat pain tolerance. Using linear mixed-model analysis, this effect of psychosocial stress on heat pain tolerance was not mediated by increases of salivary cortisol and state anxiety levels or by the activity of α-amylase. These results show that while psychosocial stress is selectively analgesic for heat pain tolerance, this observed effect is not mediated by stress-induced increases of salivary cortisol and α-amylase activity, as proxies of both the hypothalamus-pituitary-adrenal axis and the autonomic nervous system activation.