In this article the author describes challenges associated with integrating physiological measures of stress into developmental research, especially in the domains of memory and cognition. An initial critical challenge concerns how to define stress, which can refer to one or a series of events, a response, the consequence of that response, an acute event, chronic threat, or even perceptions of difficulty. Another challenge is that multiple physiological systems may respond to threat. Competing theories exist regarding how the different responses relate to each other and to cognitive and mnemonic outcomes. A clear understanding of the theories and different types of physiological responses is necessary to develop testable hypotheses. Additional challenges include the fact that developmental changes exist in whether a particular event elicits a stress response in each system, and that physiological data are not easy to collect or impervious to error. Considerable training is required to code data reliably. Moreover, the best analytic approaches are often complicated and require training in advanced statistical procedures. Overall, many challenges can be overcome by collaborating with experts in developmental psychobiology. Their input can be critical to the success of novel research endeavors.