Yes, stress can increase risk of serious infections.
Based on personal experience, anecdotally many people would vouch for the fact that stressful events makes them more prone to illness. But strong scientific evidence has been spare.
A recent Swedish study published in British Medical Journal confirms that stress related disorders significantly increase risk of life threatening infections later in life.
BMJ 2019; 367 doi: https://doi.org/10.1136/bmj.l5784 (Published 23 October 2019)
Cite this as: BMJ 2019;367:l5784