The construction of teenagers’ identity is very important to stimulate the excellence of nation building. This study aims to investigate the level of identity and its relationship with socio-emotional stress experienced by gifted and talented students in Malaysia. A total of 194 students from Pusat PERMATApintar™ Negara are randomly selected to respond to two questionnaires, namely Student’s Identity instrument which contains 72 items and Socio-Emotional Stress instrument with 60 items. These students give response using the 5-point Likert scale. Descriptive statistical analysis and inference are used to determine the mean score and correlation between variables (SPSS version 19.0). The results showed that the mean score of identity is high (3.86, sp value 6.41), and the issue of socioemotional stress is moderate (2.71, sp value: 7.39). From the five components of identity studied, spiritual identity obtained the highest mean score (4.13) while the component of leadership identity obtained the lowest mean score (4.13). For the issue of socio-emotional stress, the pressure in social justice and perfection obtained high mean scores (4.13 and 3.51), while the pressure in family relationship scored the lowest mean (2.09). Pearson r correlation analysis showed the existence of a significant negative relationship between identity and socio-emotional stress among gifted and talented learners. The implications on the importance of the Guidance and Counselling services as well as counsellor’s competency to provide support service in leading the gifted and talented students’ psychological well-being and holistic identity development are also discussed.