In active, nonlinear microrheology, a Brownian "probe" particle is driven through a complex fluid and its motion tracked in order to infer the mechanical properties of the embedding material. In the absence of external forcing, the probe and background particles form an equilibrium microstructure that fluctuates thermally. Probe motion through the medium distorts the microstructure; the character of this deformation, and hence its influence on probe motion, depends on the strength with which the probe is forced, F-ext, compared to thermal forces, kT/b, defining a Peclet number, Pe = F-ext/(kT/b), where kT is the thermal energy and b is the characteristic microstructural length scale. Recent studies showed that the mean probe speed can be interpreted as the effective material viscosity, whereas fluctuations in probe velocity give rise to an anisotropic force-induced diffusive spread of its trajectory. The viscosity and diffusivity can thus be obtained by two simple quantities-mean and mean-square displacement of the probe. The notion that diffusive flux is driven by stress gradients leads to the idea that the stress can be related directly to the microdiffusivity, and thus the anisotropy of the diffusion tensor reflects the presence of normal stress differences in nonlinear microrheology. In this study, a connection is made between diffusion and stress gradients, and a relation between the particle-phase stress and the diffusivity and viscosity is derived for a probe particle moving through a colloidal dispersion. This relation is shown to agree with two standard micromechanical definitions of the stress, suggesting that the normal stresses and normal stress differences can be measured in nonlinear microrheological experiments if both the mean and mean-square motion of the probe are monitored. Owing to the axisymmetry of the motion about a spherical probe, the second normal stress difference is zero, while the first normal stress difference is linear in Pe for Pe >> 1 and vanishes as Pe(4) for Pe << 1. The expression obtained for stress-induced migration can be viewed as a generalized nonequilibrium Stokes-Einstein relation. A final connection is made between the stress and an "effective temperature" of the medium, prompting the interpretation of the particle stress as the energy density, and the expression for osmotic pressure as a "nonequilibrium equation of state." (C) 2012 The Society of Rheology. [http://dx.doi.org/10.1122/1.4722880]