Stress generation refers to a phenomenon in which individuals contribute to the generation or exacerbation of stressors in their own lives. Several psychological variables have been linked to the experience of stressful events. However, a profound understanding of the process of stress generation is still missing. In this article, we outline how the integration of theory, evidence, and methods from personality psychology and clinical research may help to address three open questions in stress generation theory: What are the mechanisms of the stress generation process? Which stressors are the result of the stress generation process? How does stress generation unfold over time? Building on decades of research on person-environment transactions, we present an integrative theoretical model that provides a systematic framework of the mechanisms, consequences, and time scale of the stress generation process. We close with recommendations for future research using intensive longitudinal designs, comprehensive assessments of environmental experiences, and causal inference strategies.