The dominant cultural valuation of stress is that it is “bad for me.” This valuation leads to regulatory goals of reducing or avoiding stress. In this article, we propose an alternative approach—stress optimization—which integrates theory and research on stress mindset (e.g., Crum, Salovey, & Achor, 2013) and stress reappraisal (e.g., Jamieson, Mendes, Blackstock, & Schmader, 2010) interventions. We further integrate these theories with the extended process model of emotion regulation (Gross, 2015). In so doing, we explain how altering second-level valuation systems—shifting the valuation of stress from “is bad for me” to “can be good for me”—fundamentally changes the overarching goal of stress regulation from reducing stress to optimizing stress responses to achieve valued goals. With this optimization goal in mind, individuals are invited to flexibly identify, select, and engage in specific regulation tactics (e.g., situation selection, attentional control, cognitive change, and response modulation) in ways that help them achieve valued ends as opposed to merely reducing or avoiding stressful experiences. We discuss definitions and issues related to key terms including stress, stressors, stress responses, and stress regulation and outline a research agenda for testing this new integrated theory as an intervention.