This study analyzes how demographic variables and different grading cities interactly influence individual’s sense of stress，and how sense of stress affects individual’s subjective well-being. The analysis was conducted using the large sample sampling data of the CASS-IntellVision Social Mentality Survey 2017. The results showed that men in first-tier cities，new first-tier and second-tier cities were under greater pressure，and women in first-tier cities were more stressed；individuals with monthly income below 7，000 yuan would be under greater pressure in first-tier cities；family or individual income and employment were the two most important stress factors affecting people’s subjective well-being；the influence of the sense of stress on subjective well-being between different grades cities had commonalities and characteristics. Sense of stress are particularly important in the process of urbanization.