Biomarkers of oxidative stress (OS) are useful in addressing a wide range of research questions, but thus far, they have had limited application to wild mammal populations due to a reliance on blood or tissue sampling. A shift toward non‐invasive measurement of OS would allow field ecologists and conservationists to apply this method more readily. However, the impact of methodological confounds on urinary OS measurement under field conditions has never been explicitly investigated. We combined a cross‐sectional analysis with a field experiment to assess the impact of four potential methodological confounds on OS measurements: (1) time of sampling, (2) environmental contamination from foliage; (3) delay between sample collection and flash‐freezing in liquid nitrogen; and (4) sample storage of up to 15 months below −80°C. We measured DNA oxidative damage (8‐hydroxy‐2′‐deoxyguanosine, 8‐OHdG), lipid peroxidation (malondialdehyde, MDA), total antioxidant capacity (TAC), and uric acid (UA) in 167 urine samples collected from wild Zanzibar red colobus ( Piliocolobus kirkii ). We found that MDA was higher in samples collected in the morning than in the afternoon but there were no diurnal patterns in any of the other markers. Contamination of samples from foliage and length of time frozen at −80°C for up to 15 months did not affect OS marker concentrations. Freezing delay did not affect OS levels cross‐sectionally, but OS values from individual samples showed only moderate‐to‐good consistency and substantial rank‐order reversals when exposed to different freezing delays. We recommend that diurnal patterns of OS markers and the impact of storage time before and after freezing on OS marker concentrations be considered when designing sampling protocols. However, given the high stability we observed for four OS markers subject to a variety of putative methodological confounds, we suggest that urinary OS markers provide a valuable addition to the toolkit of field ecologists and conservationists within reasonable methodological constraints.