In recent decades there has been a growing concern about animal stress on intensive pig farms due to the undesirable consequences that stress produces in the normal physiology of pigs and its effects on their welfare and general productive performance. This review analyses the most important types of stress (social, environmental, metabolic, immunological and due to human handling), and their biological consequences for pigs. The physio-pathological changes associated with stress are described, as well as the negative effects of stress on pig production. In addition an update of the different biomarkers used for the evaluation of stress is provided. These biomarkers can be classified into four groups according to the physiological system or axis evaluated: sympathetic nervous system, hypothalamic-pituitary-adrenal axis, hypothalamic-pituitary-gonadal axis and immune system. Stress it is a process with multifactorial causes and produces an organic response that generates negative effects on animal health and production. Ideally, a panel of various biomarkers should be used to assess and evaluate the stress resulting from diverse causes and the different physiological systems involved in the stress response. We hope that this review will increase the understanding of the stress process, contribute to a better control and reduction of potential stressful stimuli in pigs and, finally, encourage future studies and developments to better monitor, detect and manage stress on pig farms.