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Abstract It is frequently hypothesized that animals employ a generalized “stress response,” largely mediated by glucocorticoid (GC) hormones, such as corticosterone, to combat challenging environmental conditions. Under this hypothesis, diverse stressors are predicted to have concordant effects across biological levels of an organism. We tested the generalized stress response hypothesis in two complementary experiments with juvenile and adult male Eastern fence lizards (Sceloporus undulatus). In both experiments, animals were exposed to diverse, ecologically-relevant, acute stressors (high temperature or red imported fire ants, Solenopsis invicta) and we examined their responses at three biological levels: behavioral; physiological (endocrine [plasma corticosterone and blood glucose concentrations] and innate immunity [complement and natural antibodies]); and cellular responses (gene expression of a panel of five heat-shock proteins in blood and liver) at 30 or 90 min post stress initiation. In both experiments, we observed large differences in the cellular response to the two stressors, which contrasts the similar behavioral and endocrine responses. In the adult experiment for which we had innate immune data, the stressors affected immune function independently, and they were correlated with CORT in opposing directions. Taken together, these results challenge the concept of a generalized stress response. Rather, the stress response was context specific, especially at the cellular level. Such context-specificity might explain why attempts to link GC hormones with life history and fitness have proved difficult. Our results emphasize the need for indicators at multiple biological levels and whole-organism examinations of stress.