Changes in family structure (e.g., parental separation or stepfamily formation) are associated with a deterioration in children’s well-being. Most researchers have focused on the impact of such changes on children’s educational and psychosocial outcomes, whereas the effects on children’s biological processes have been studied less often. We analyze the effects of changes in family structure on children’s stress levels using data from the German Health Interview and Examination Survey for Children and Adolescents study (2003–2006 and 2014–2017). Our outcome variable is the biomarker c-reactive protein (CRP), which correlates with psychological distress and is collected from blood samples. Calculating first-difference estimators, we analyze whether children have higher CRP levels after changing to (1) single-parent families (n = 117) or (2) stepfamilies (n = 80). Our findings suggest that changing to a single-parent family significantly increases children’s stress, whereas changing to a stepfamily does not. These observations are important because increased stress in childhood can negatively affect well-being later in life.