High Temperature Superconductors (HTS) are expected to improve small size Superconducting Magnetic Energy Storage (SMES) systems. However, they are extremely brittle and require special structural considerations to limit tensile stresses. We propose the concept of Stress-Balanced Coil (SBC) applied to SMES with large aspect ratio (= major radius / minor radius) coil. The SBC is a helical-winding torus coil which balances magnetic pressures at the coil nose part where the magnetic field strength reaches its maximum value. The SBC can reduce coil stresses and thus it can be applied to SMES with HTS conductors. In order to show the effect of the SBC, we designed and fabricated a small experimental coil by using 400 m of Ag-sheathed Bi-2223 superconducting tape.