Introduction: Chronic stress can influence immune response to vaccines. Healthcare workers are exposed to stressors and biological hazards, the health effects of which may be prevented through vaccination. Objectives: This study aims to evaluate the association between stress in nurses and: (1) insufficient response to influenza vaccine, assessed one month after vaccination (T1); (2) the drop in haemagglutination-inhibition (HAI) antibodies (ab) six months after vaccination (T6). Methods: A nested case-control study was carried out with 136 healthy hospital nurses. Individual interviews, the General Health Questionnaire (GHQ12) and Maslach Burnout Inventory (MBI-HSS) were applied in order to determine the presence of stress, using the triangulation method at the beginning of the study (T0). Influenza vaccine was administered and titres of HAI above each strain composing influenza vaccine before vaccination (T0), at T1 and T6 were assessed. Results: There was no statistically relevant (5%) relationship between stress and the insufficient immune response to the vaccine at T1. Nevertheless, there was an association between stress and the drop in HAI ab AH1 at T6, when we assessed stress by the triangulation method using an interview (p = 0.006), GHQ12 (p = 0.045) and combination of criteria (p = 0.001), even after multivariate analysis (respectively, p = 0.01, p < 0.05 and p = 0.002). The odds ratios were, respectively, 3.64, 2.73 and 5.22. Conclusions: The association we found, between chronic stress and the drop in HAI ab at T6, corroborates the hypothesis that stress can negatively influence immune response. Therefore, it seems reasonable to consider this issue when we implement vaccination programmes for healthcare workers.