Increasingly, measures of glucocorticoid levels (e.g., cortisol), key components of the neuroendocrine stress axis, are being used to measure past hypothalamic-pituitary-adrenal (HPA) activity to index psychological and physiological stress exhibited by wildlife for assessing individual and population-level well-being. However, many intrinsic and extrinsic factors affect HPA activity in animals. Using American black bears (Ursus americanus; n = 116) as an ecological model and hair cortisol concentration (HCC) as an integrative measure of past HPA activity, we evaluated the influence of diet, sex and the social environment on black bear HCC in a free-ranging population that spanned adjoining ecoregions with differing densities of potential conspecific and heterospecific competitors. HCC varied by sex, with female HCC ranging from 0.6 to 10.7 pg/mg (median = 4.5 ± 1.2 mean absolute deviation [MAD]) and male HCC ranging from 0.5 to 35.1 pg/mg (median = 6.2 ± 2.6 MAD). We also observed a three-way interaction among sex, δ14C and ecoregion, which may indicate that some differences in HCC between female and male black bears results from variability in the nutritional needs of larger-bodied males relative to smaller-bodied females, slight differences in food resources use between ecoregions as well as sex-based differences regarding the social environment. Once we understand what drives sex-specific differences in HCC, HCC may aid our understanding of the physiological responses by bears and other wildlife to diverse environmental challenges.