Faced with rapid environmental changes, individuals may express different magnitude and plasticity in their response to a given stressor. However, little is known about the causes of variation in phenotypic plasticity of the stress response in wild populations. In the present study, we repeatedly captured individual roe deer (Capreolus capreolus) from two wild populations in Sweden exposed to differing levels of predation pressure and measured plasma concentrations of stress-induced cortisol and behavioral docility. While controlling for the marked effects of habituation, we found clear between-population differences in the stress-induced cortisol response. Roe deer living in the area that was recently recolonized by lynx (Lynx lynx) and wolves (Canis lupus) expressed cortisol levels that were around 30% higher than roe deer in the human-dominated landscape free of large carnivores. In addition, for the first time to our knowledge, we investigated the stress-induced cortisol response in free-ranging newborn fawns and found no evidence for hypo-responsiveness during early life in this species. Indeed, stress-induced cortisol levels were of similar magnitude and differed between populations to a similar extent in both neonates and adults. Finally, at an individual level, we found that both cortisol and docility levels were strongly repeatable, and weakly negatively inter-correlated, suggesting that individuals differed consistently in how they respond to a stressor, and supporting the existence of a stress-management syndrome in roe deer. © 2018, The Author(s).