The underlying mechanisms of the interconnections among neuroticism, self-efficacy, and perceived stress in younger and older adults are rarely studied simultaneously. Two hundred fourteen participants (128 younger adults aged 18–34 years and 86 older adults aged 60–89 years) were assessed using scales for neuroticism, self-efficacy, and perceived stress. A subsample (114 younger and 78 older adults) underwent brain magnetic resonance imaging scanning. Psychometric results suggested that older adults exhibited significantly lower levels of neuroticism and perceived stress, along with higher self-efficacy than younger adults. Mediation analyses revealed that self-efficacy significantly mediated the link between neuroticism and perceived stress in both age groups, demonstrating its protective role. Additionally, neuroimaging data suggested that the cortical thicknesses of several brain regions predicted perceived stress through the mediating role of neuroticism and self-efficacy, including the bilateral middle frontal gyrus, bilateral superior frontal gyrus, bilateral middle temporal gyrus, left superior temporal sulcus, bilateral anterior cingulate cortex, and right precuneus. In particular, the relationship between the right precuneus, neuroticism, and perceived stress suggested a reverse pattern across younger and older adults. These findings emphasize the importance of self-efficacy in mediating the impact of neuroticism on perceived stress and highlight the role of the right precuneus in guiding interventions that delay the transition from healthy to abnormal aging.