This study investigates stress recognition using galvanic skin response (GSR) and photoplethysmography (PPG) data and machine learning, with a new focus on air raid sirens as a stressor. It bridges laboratory and real-world conditions and highlights the reliability of wearable sensors in dynamic, high-stress environments such as war and conflict zones. The study involves 37 participants (20 men, 17 women), aged 20–30, who had not previously heard an air raid siren. A 70 dB “S-40 electric siren” (400–450 Hz) was delivered via headphones. The protocol included a 5 min resting period, followed by 3 min “no-stress” phase, followed by 3 min “stress” phase, and finally a 3 min recovery phase. GSR and PPG signals were recorded using Shimmer 3 GSR+ sensors on the fingers and earlobes. A single session was conducted to avoid sensitization. The workflow includes signal preprocessing to remove artifacts, feature extraction, feature selection, and application of different machine learning models to classify the “stress “and “no-stress” states. As a result, the best classification performance was shown by the k-Nearest Neighbors model, achieving 0.833 accuracy. This was achieved by using a particular combination of heart rate variability (HRV) and GSR features, which can be considered as new indicators of siren-induced stress.