Social evaluation is a potent stressor and consistently leads to an activation of the hypothalamic–pituitary–adrenal system. Here, we investigated whether individual differences in action orientation influence the relationship between the cortisol response to social-evaluative threat and relative left frontal electroencephalographic (EEG) alpha asymmetry as a brain marker of approach motivation. Forty-nine participants were exposed to a camera-based variant of the Trier Social Stress Task while salivary cortisol and resting EEG frontal alpha asymmetry were assessed before and after stress induction. Higher relative left frontal activity was associated with higher changes in cortisol levels as measured by the area under curve with respect to increase, particularly in individuals low in action orientation. We discuss the role of the left frontal cortex in coping, the potential role of oxytocin, and negative health consequences when the left-frontal coping process becomes overstrained.