Two experiments were conducted to explore the usefulness of the Penaz method for non-invasive, continuous finger blood pressure measurements during mental stress testing. In the first study, blood pressure was measured with the Penaz method, in the second it was measured intra-arterially. Two different subject groups were used. In both experiments the same mental task, a memory search and counting task, was used. Experimental effects, consisting of rest-task differences in heart rate and blood pressure, its (spectral) variability and the coherence between fluctuations in the two signals (e.g. baroreflex sensitivity) are compared for the two measuring methods. Experimental effects on mean pressure values, spectral variability measures and baroreflex sensitivity are similar for the two types of measurement. Effects on mean pressure are smaller in the finger pressure indices. It is concluded that the Penaz instrument can provide us with a useful method for studying cardiovascular reactivity in mental stress research.