The relationship between stress and personality has often been studied using captive animals in a laboratory context, yet less often in wild populations. Wild populations, however, may reveal aspects of the personality–stress relationship that laboratory‐based studies cannot. Here, we assessed the personality and stress hormone response of adult females within a free‐living population of Richardson's ground squirrels (Urocitellus richardsonii). Personality was assessed by quantifying individual responses to a novel object, and physiological stress was measured from faecal glucocorticoid metabolites. Principal component and principal component regression analyses were performed to determine whether the behavioural and endocrine measures were related. Based on these analyses, shyness–boldness was found to best predict glucocorticoid levels, in that individuals expressing the greatest vigilance in response to the novel object also had the highest measured concentrations of faecal glucocorticoids. Exploration, however, was independent of measured glucocorticoid levels, consistent with a multidimensional interpretation of non‐human animal personality.