Modelling differential stress expressions in urban and rural regions in China can provide a better understanding of the effects of urbanization on psychological well-being in a country that has rapidly grown economically in the last two decades. Using Weibo posts from over 65,000 users across 329 counties, we build hierarchical mixed-effects models to understand linguistic differences in the experiences and expressions of stress in urban-rural China. We analyze phrases, topical themes, and psycho-linguistic word choices in Weibo posts mentioning stress to better understand appraisal differences surrounding psychological stress in urban and rural communities in China; we then compare them with large-scale polls from Gallup. After controlling for socioeconomic and gender differences, we find that rural communities tend to express stress in emotional and personal themes such as relationships, health, and opportunity while users in urban areas express stress using relative, temporal, and external themes such as work, politics, and economics. We find corroborative trends in physical, financial, and social wellness with urbanization in Gallup polls.