Stress has become a significant cause for many diseases in the modern society. Recently, smartphones, smartwatches and smart wrist-bands have become an integral part of our lives and have reached a widespread usage. This raised the question of whether we can detect and prevent stress with smartphones and wearable sensors. In this survey, we will examine the recent works on stress detection in daily life which are using smartphones and wearable devices. Although there are a number of works related to stress detection in controlled laboratory conditions, the number of studies examining stress detection in daily life is limited. We will divide and investigate the works according to used physiological modality and their targeted environment such as office, campus, car and unrestricted daily life conditions. We will also discuss promising techniques, alleviation methods and research challenges.