In both clinical practice and research, eating disorder patients are reported to have difficulties in identifying and describing their feelings. They are often described as being unaware of the linkage between their feelings and their behavior. The present study experimentally induced emotions in adolescent anorexia nervosa (AN) patients to examine both self-reported emotional arousal and neurophysiological responses. A group of 10 AN patients and a group of 22 healthy controls (HC) were compared with respect to changes in self-reported emotional arousal and neurophysiological responses, heart rate (HR) and HPA-axis response (cortisol in saliva) during a public speaking test inducing anxious stress. The AN group reported higher levels of anxiety, as a result of stress, but this was not reflected in their HR or cortisol response. By contrast, in the HC group higher levels of self-reported anxiety coincided with clear increases in HR and cortisol. The data indicate that AN patients, in contrast to healthy individuals, show a discordance between self-reported emotional and neurophysiological arousal during psychosocial stress.