For many vertebrates, urban environments are characterised by frequent environmental stressors. Coping with such stressors can demand that urban individuals activate energetically costly physiological pathways (e.g. the fight-or-flight response) more regularly than rural-living conspecifics. However, urban environments also commonly demand appreciable expenditure toward thermoregulation, owing to their often extreme climatic variations. To date, whether and how vertebrates can balance expenditure toward both the physiological stress response and thermoregulation, and thus persist in an urbanising world, remains an unanswered and urgent question among ecologists. In some species, changes in body surface temperature (Ts) and peripheral heat loss (qTot) that accompany the stress response are thought to balance energetic expenditure toward thermoregulation and responding to a stressor. Thus, augmentation of stress-induced thermal responses may be a mechanism by which urban individuals cope with simultaneously high thermoregulatory and stress-physiological demands. We tested whether stress-induced changes in Ts and qTot: (1) differed between urban- and rural-origin individuals, (2) reduce thermoregulatory demands in urban individuals relative to rural conspecifics, and (3) meet an essential first criterion for evolutionary responses to selection (variability among, and consistency within, individuals). Using the black-capped chickadee (Poecile atricapillus; n = 19), we show that neither rapid nor chronic changes in Ts and qTot following exposure to randomised stressors differed between urban- and rural-origin individuals (nurban = 9; nrural = 10). Nevertheless, we do find that stress-induced changes in Ts and qTot are highly repeatable across chronic time periods (RTs = 0.61; RqTot = 0.67) and display signatures of stabilising or directional selection (i.e. reduced variability and increase repeatability relative to controls). Our findings suggest that, although urban individuals appear no more able to balance expenditure toward thermoregulation and the stress response than rural conspecifics, the capacity to do so may be subject to selection in some species. To our knowledge this is also the first study to report repeatability of any theorised stress-induced trade-off.