Stress reactivity is a complex phenomenon associated with multiple and multimodal expressions and functions. Herein, we hypothesized that compared with healthy controls (HCs), adolescents with borderline personality disorder (BPD) would exhibit a stronger response to stressors and a deficit in self-perception of stress due to their lack of insight. Twenty adolescents with BPD and 20 matched HCs performed a socially evaluated mental arithmetic test to induce stress. We assessed self- and heteroperception using both human ratings and affective computing-based methods for the automatic extraction of 39 behavioral features (2D + 3D video recording) and 62 physiological features (Nexus-10 recording). Predictions were made using machine learning. In addition, salivary cortisol was measured. Human ratings showed that adolescents with BPD experienced more stress than HCs. Human ratings and automated machine learning indicated opposite results regarding self- and heteroperceived stress in adolescents with BPD compared to HCs. Adolescents with BPD had higher levels of heteroperceived stress than self-perceived stress. Similarly, affective computing achieved better classification for heteroperceived stress. HCs had an opposite profile; they had higher levels of self-perceived stress, and affective computing reached a better classification for self-perceived stress. We conclude that adolescents with BPD are more sensitive to stress and show a lack of self-perception (or insight). In terms of clinical implications, our affective computing measures may help distinguish hetero- vs. self-perceptions of stress in natural settings and may offer external feedback during therapeutic interaction.