Welfare studies of blue foxes would benefit from a measurement of faecal cortisol metabolites (FCMs) as a non-invasive, physiological stress parameter reflecting hypothalamus–pituitary–adrenal (HPA) axis activity. Before implementation, a species-specific validation of such a method is required. Therefore, we conducted a physiological validation of an enzyme immunoassay (EIA) to measure FCMs in blue foxes. Twenty individuals (nine males and eleven females) were injected with synthetic adrenocorticotrophic hormone (ACTH) and faecal samples were collected every third h for two days. The FCM baseline levels were assessed based on the first sampling day (control period, 144 samples), followed by the ACTH injection and the second day of sampling (treatment period, 122 samples). FCMs were analysed with a 5α-pregnane-3ß,11ß,21-triol-20-one EIA. We compared the estimated mean FCM concentrations of the treatment samples to the baseline average. All samples for the two periods were collected at the same time of the day, which enabled to test the data also with an hourly pairwise comparison. With the two statistical approaches, we tested whether a possible diurnal fluctuation in the FCM concentrations affected the interpretation of the results. Compared to the baseline levels, both approaches showed 2.4–3.2 times higher concentrations on time points sampled 8–14 h after the ACTH injection (p < 0.05). The estimated FCM concentrations also fluctuated slightly within the control period (p < 0.01). Inter-individual variations in FCM levels were marked, which highlights the importance of having a sufficient number of animals in experiments utilising FCMs. The sampling intervals of 3 h enabled forming of informative FCM curves. Taken together, this study proves that FCM analysis with a 5α-pregnane-3ß,11ß,21-triol-20-one EIA is a valid measurement of adrenocortical activity in the farmed blue foxes. Therefore, it can be utilised as a non-invasive stress indicator in future animal welfare studies of the species.