Understanding the causes of range expansions in abundant species can help predict future species distributions. During range expansions, animals are exposed to novel environments and are required to cope with new and unpredictable stressors. Glucocorticoids (GCs) are mediators of the hormonal and behavioural mechanisms allowing animals to cope with unpredictable changes in the environment and are therefore expected to differ between populations at expansion edge and the historic range. However, to date, very few studies have evaluated the relationship between GCs and range expansion. The Egyptian mongoose has been rapidly expanding its range in Portugal over the past 30 years. In this study, we applied an information theoretic approach to determine the most important spatial and environmental predictors of hair GCs (hGCs) in the population, after controlling for normal patterns of hGC variation in the species. We observed a decrease in hGC as distance from the historic range increased (i.e. closer to the expansion front). This distance term was present in all of the top models and had a 95% confidence interval (95% CI) that did not overlap with zero, strongly supporting its influence on hGC. We estimated a 0.031 pg/mg (95% CI: −0.057, −0.004) decrease in hGCs for each kilometre distance to the Tagus River, which was once the limit of the species’ distribution. Our results indicate that the species’ expansion is unlikely to be limited by mechanisms related to or mediated by the physiological stress response. The decrease in hGC levels towards the expansion edge coupled with limited evidence of a negative effect of human population density suggests that the species’ northward expansion in Portugal could continue.