In this study, we tested the hypothesis that individual differences in behavioural profiles correlate to differences in stress-related behaviours and hormonal levels in captive brown capuchin monkeys (Sapajus libidinosus). Based on a sample of 25 animals, 143 h of behavioural data collection and 518 faecal samples, principal component analyses indicated the existence of four components that characterize the individuals´Genus Normative Behaviour (GNB) (KMO = 0.531, X 2 = 127.672, p < 0.001): 'Feeding', 'Sociability', 'Exploration', and 'Activity'. Other four components are related to stress coping styles (based on Behaviour Potentially Indicative of Stress -BPIS) (KMO = 0.550, X 2 = 329.303, p < 0.001): 'Self-directed'; 'Restless', 'Ingestion/Self-Scratching', and 'Stereotyped'. More active individuals exhibit rapid stress-related behaviours (r = 0.443; p = 0.044) while less active individuals exhibit more stationary stress-related behaviours (r = -0.519; p = 0.013). Akaike information criteria indicated that the best linear regression model to predict the physiological profile (Faecal Glucocorticoid Metabolites -FGM) included three GNB and three BPIS components. 'Sociability' (p < 0.05), 'Exploration' (p < 0.05), and 'Ingestion/Self-scratching' (p < 0.05) predicted lower FGM levels. 'Activity' (p < 0.05), 'Self-directed' (p < 0.05), and 'Stereotyped' (p < 0.05) predicted higher FGM levels. 'Feeding' and 'Restless' factors were not included in the models. Our results support previous studies indicating that animals within the same population differ in the way they behave and react to stressful conditions, and these are correlated to different physiological profiles. Mapping inter-individual differences in stress coping strategies may help clarify the long-term reported incongruity between behavioural and physiological indicators of welfare in captive animals, supporting better management practices and assisting translational models of the development of psychopathologies.