Yes, there is evidence that certain supplements may help to reduce stress. For example, fish oil may blunt some of the effects of mental stress, such as increased heart rate and nervous activity. Several clinical studies show ashwagandha may help to relieve symptoms in people with anxiety. And, interestingly, a particular probiotic has been shown to lower levels of the "stress" hormone cortisol, and measures of psychological distress such as depression and anger.
There is some preliminary evidence that L-theanine, an amino acid found in black and green tea, may reduce stress responses without causing drowsiness, and there is some evidence that the herbs passionflower and lemon balm may be helpful for anxiety (Lakhan, Nutr J 2010; Savage, Phytother Res 2018).
Ginseng is sometimes promoted for reducing stress, although one clinical study found it did not have an effect on cortisol levels. There is weak evidence that valerian supplements may produce a calming effect in stressful situations.
Preliminary, short-term studies suggest that holy basil extract may help to reduce symptoms of stress and anxiety, but more research is needed to determine if it is effective and safe for these conditions.
There is mixed evidence as to whether saffron extract reduces stress. Any benefit appears to be modest and limited to acute stress.
Be aware that low blood levels of iron and vitamin B6 have been associated with stress responses such as hyperventilation and panic attacks in women (Mikawa, Acta Med Okayama 2013), so be sure you're getting sufficient intake of these nutrients.