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The importance of shadow education in South Korea's education has been widely discussed. However, little research has examined the effect on student well-being, including stress. Therefore, this study used seven waves of the Korean Education Longitudinal Study (KELS) 2013 to investigate the relationship between shadow education and students' stress. The study found, on average, that students who participated or did not participate in shadow education had an increased academic and examination stress level over seven years. It was also revealed that students involved in shadow education had higher stress levels than those not. Overall, shadow education had a significantly positive estimated impact on stress. The findings suggest that policymakers should consider the long-term effect of shadow education on students' well-being.