In this paper, we describe an ongoing effort in collecting and annotating a multilingual speech database of natural stress emotion from university students. The goal is to detect natural stress emotions and study the stress expression differences in different languages, which may help psychologists in the future. We designed a common questionnaire of stress-inducing and non-stress-inducing questions in English, Mandarin and Cantonese and collected a first ever, multilingual corpus of natural stress emotion. All of the students are native speakers of the corresponding language. We asked native language speakers to annotate recordings according to the participants' self-label states and obtained a very good kappa inter labeler agreement. We carried out human perception tests where listeners who do not understand Chinese were asked to detect stress emotion from the Mandarin Chinese database. Compared to the annotation labels, these human perceived emotions are of low accuracy, which shows a great necessity for natural stress detection research.