Variation in personality traits is predicted to reflect physiology, but the extent to which variations in stress hormones derive from differences in personality and/or state-dependent factors remains unclear. To investigate this, wild blue tits (Cyanistes caeruleus) were briefly brought into captivity and scored for personality and corticosterone (Cort) concentrations. More active females had lower baseline Cort than less active individuals. Exploratory tendency and neophobia did not co-vary with baseline Cort. Stress-induced Cort concentrations were correlated negatively with exploratory tendency and haematocrit, but positively with mass gain in captivity. Therefore, baseline and stress-induced Cort concentrations in wintering blue tits were associated with state-dependent variables, sex, age and personality traits. Key to interpreting the physiology of personality traits seems to be their interactions with other traits that mediate ability to utilise resources, and thus influence an individual’s perception of its current and future energy balance.