Stress is defined as anything that throws the body out of homeostatic balance; for example an acute illness. Any stressor which activates the hypothalamo-pituitary-adrenal (HPA) axis leads to an increase in concentrations of the adrenal stress hormone, cortisol. One of the major hypothalamic stress hormones, which is stimulated by different stressors, is vasopressin (AVP). However, measurement of circulating AVP levels is challenging because it is released in a pulsatile pattern, it is unstable and is rapidly cleared from plasma. AVP derives from a larger precursor peptide (pre-provasopressin) along with copeptin which is released in an equimolar ratio to AVP and is more stable in the circulation and easy to determine. Copeptin levels were found to closely mirror the production of AVP. We have shown that copeptin more subtly mirrors the individual stress level compared to cortisol. Due to the positive association of copeptin with the severity of illness and outcome, copeptin has been proposed as a prognostic marker in acute illness. The prognostic accuracy of copeptin has been analysed in sepsis, pneumonia, lower respiratory tract infections, stroke and other acute illnesses. Thereby, copeptin was found to accurately mirror disease severity and to discriminate patients with unfavourable outcomes from patients with favourable outcomes. Copeptin improves the prognostic information provided by commonly used clinical scoring instruments. Importantly, interpretation of copeptin levels must always consider the clinical setting. An accurate prognostic assessment has the potential to guide interventions and effectively plan and monitor rehabilitation and, thus optimise the management of individual patients and the allocation of limited health care resources. Future intervention studies must prove the value of copeptin in clinical decision making and in improving the overall medical management of patients with acute illnesses.