Early weaning may be used in beef cattle production to improve reproduction rates in range conditions. However, weaning causes a stress response in cows, which may be especially strong in early weaning management, as the bond between the cow and the calf is still strong. We hypothesized that weaning calves in two steps, with the aid of anti-sucking devices (nose flaps) would reduce the behavioural stress response in the cows separated from their calves 2 months after parturition. We compared the behaviour frequency and weight change in cows that were weaned abruptly, by separation of the calf on day 0 of the study, or in two steps, consisting of the use of anti-sucking nose flaps for 5 days before permanent separation; a third group was not weaned to serve as control. Thirty-six crossbred multiparous Aberdeen Angus × Hereford cows and their calves (n = 12/treatment) were managed in three paddocks with similar pasture availability, with four dyads from each treatment per paddock. Cows' behaviour was observed by direct visual instantaneous sampling, at 10 min intervals from days −3 to 11. Weaning the calves in two steps clearly attenuated the behavioural stress response observed in abruptly weaned cows, which included reductions in grazing and lying, and increases in pacing, walking and vocalizing. Our results corroborate those previously shown for cows nursing older calves, and indicate that step weaning can reduce the behavioural stress response of cows at weaning, even when the calf is weaned shortly after birth, when the bond between the cow and calf is still very strong.