Increases in school stress among adolescents are a growing concern. Although perfectionism and parental expectations have an important role in school stress, their joint influence has not been evaluated nor have analyses taken a multidimensional perspective of school stress into consideration. The aims of this study were to analyze the role of self-oriented perfectionism and parental expectations in school stress, and to explore their potential moderation effect in the associations between school stress and health complaints in adolescence. Sample consisted of 4,768 secondary-school students (52.1% girls; M = 13.74) aged 11 to 17 years (M = 13.74) from 54 high schools in Andalusia (Spain), and school stress was measured using ASQ-S questionnaire. Results show that high self-oriented perfectionism and parental expectations were significantly associated with higher levels of school stress. In addition, the three variables school stress, self-oriented perfectionism and parental expectations were significantly associated with health complaints, and self-oriented perfectionism moderated the relationship between stress of school-leisure conflict and health complaints. These findings should be taken into consideration for future research and the development of interventions aimed at reducing school stress among adolescent students.