Environmental fluctuations force animals to adjust glucocorticoids (GCs) secretion and release to current conditions. GCs are a widely used proxy of an individual stress level. While short‐term elevation in GCs is arguably beneficial for fitness components, previous studies have documented that the relationship between long‐term baseline GCs elevation and fitness components can vary according to ecological and individual factors and according to the life‐history of the species studied. Using longitudinal data on roe deer Capreolus capreolus from two populations facing markedly different environmental contexts, we tested whether baseline GC levels negatively correlate with body mass – a trait positively associated with demographic individual performance – on the short‐ to long‐term. In support, higher baseline GC concentrations were associated to lighter body mass, both measured during the same capture event, in adults of both populations. Overall, we showed that despite the marked environmental and demographic differences between populations and despite the between‐sex differences in life history (i.e. reproductive tactics), the relationship between body mass and GCs is consistent across environmental contexts, but might differ according to the life history stage of an individual. This work opens promising perspectives to further explore the relationship between GC and fitness‐related traits according to life history stages in free‐ranging mammals across seasonal and environmental contexts. The timing and context‐dependence of GC levels highlight the complexity of studying stress responses in the wild.