In humans, anticipatory stress involves activation of the limbic-hypothalamic-pituitary-adrenal axis, which releases stress hormones such as cortisol in response to an impending stressor. Conditioning of the stress response to anticipate and prepare for future challenges is a hallmark of adaptation. It is unknown whether human infants in the first year of life have developed the neural circuitry to support the anticipation of stressful events in an attachment context. Here, we show that human infants at six months of age produce an anticipatory stress response, as indicated by the release of stress hormones, when re-exposed after 24 h to a context in which they demonstrated a stress response to a disruption in the parent-infant relationship. Although infant stress response (cortisol elevation) was greater to the stressful event (parent unresponsiveness) than to the second exposure to the stress context (room, chair, presence of parent and experimenter, etc.), it was greater in the stress group than in the control group on both days. Results suggest that human infants have the capacity to produce an anticipatory stress response that is based on expectations about how their parents will treat them in a specific context.