People with mental stress often experience disturbed sleep, suggesting stress-related abnormalities in brain activity during sleep. However, no study has looked at the physiological oscillations in brain hemodynamics during sleep in relation to stress. In this pilot study, we aimed to explore the relationships between bedtime stress and the hemodynamics in the prefrontal cortex during the first sleep cycle. We tracked the stress biomarkers, salivary cortisol, and secretory immunoglobulin A (sIgA) on a daily basis and utilized the days of lower levels of measured stress as natural controls to the days of higher levels of measured stress. Cortical hemodynamics was measured using a cutting-edge wearable functional near-infrared spectroscopy (fNIRS) system. Time-domain, frequency-domain features as well as nonlinear features were derived from the cleaned hemodynamic signals. We proposed an original ensemble algorithm to generate an average importance score for each feature based on the assessment of six statistical and machine learning techniques. With all channels counted in, the top five most referred feature types are Hurst exponent, mean, the ratio of the major/minor axis standard deviation of the Poincaré plot of the signal, statistical complexity, and crest factor. The left rostral prefrontal cortex (RLPFC) was the most relevant sub-region. Significantly strong correlations were found between the hemodynamic features derived at this sub-region and all three stress indicators. The dorsolateral prefrontal cortex (DLPFC) is also a relevant cortical area. The areas of mid-DLPFC and caudal-DLPFC both demonstrated significant and moderate association to all three stress indicators. No relevance was found in the ventrolateral prefrontal cortex. The preliminary results shed light on the possible role of the RLPCF, especially the left RLPCF, in processing stress during sleep. In addition, our findings echoed the previous stress studies conducted during wake time and provides supplementary evidence on the relevance of the dorsolateral prefrontal cortex in stress responses during sleep. This pilot study serves as a proof-of-concept for a new research paradigm to stress research and identified exciting opportunities for future studies.