Stephen is a city in Marshall County, Minnesota, United States.

According to the United States Census Bureau, the city has a total area of 0.81 square miles (2.10 km2), all land.

There were 346 housing units at an average density of 427.2 per square mile (164.9/km2).

40.1% of all households were made up of individuals, and 19.7% had someone living alone who was 65 years of age or older.

There were 331 housing units at an average density of 404.4 per square mile (156.1/km2).

33.2% of all households were made up of individuals, and 22.6% had someone living alone who was 65 years of age or older.