Objective: Early experience of pain and stress in the neonatal intensive care unit is known to have eect on the neurodevelopment of the infant.However, an automated method to quantify the procedural pain or perinatal stress in premature patients does not exist.Approach: In the current study, EEG and ECG data were collected for more than 3 hours from 136 patients in order to quantify stress exposure.Specically, features extracted from the EEG and heart-rate variability in both quiet and non-quiet sleep segments were used to develop a subspace linear-discriminant analysis stress classier.Main Results: The main novelty of study lies on the absence of intrusive methods or pain elicitation protocols to develop the stress classier.Three main ndings can be reported.First, we developed dierent stress classiers for the dierent age groups and stress intensities, obtaining an area under the curve in the range [0.78-0.93]for non-quiet sleep and [0.77-0.96]for quiet sleep.Second, a dysmature EEG was found in patients under stress.Third, an enhanced cortical connectivity and increased brain-heart communication was correlated with a higher stress load, while the autonomic activity did not seem to be associated to stress exposure.Signicance:Those results shed a light on the pain and stress processing in preterm neonates, suggesting that software tools to investigate dysmature EEG might be helpful to assess stress load in premature patients.Those results could be the foundation to assess the impact of stress on infants' development and tune preventive care.