Emotional and physical stress can cause various health problems. In this paper, we used tissue blood oxygen saturation (StO2), a newly proposed physiological signal, to classify the human stress. We firstly constructed a public StO2 database including 42 volunteers subjected to two types of stress. During the physical stress experiment, we observed that the facial StO2 right after the stress can be either increased or decreased comparing to the baseline. We investigated the StO2 feature combinations for the classification and found that the average StO2 values from left cheek, chin, and the middle of the eyebrow can provide the highest classification rate of 95.56%. Comparison with other stress classification method shows that StO2 based method can provide best classification performance with lowest feature dimension. These results suggest that facial StO2 can be used as a promising features to identify stress states, including emotional and physical stress.