Due to considerable global decline in wildlife population numbers and species diversity, because of various anthropogenic activities, conservationists increasingly rely on captive and managed populations as important reservoirs to ensure the survival of endangered and vulnerable species. However, very few of these facilities implement robust, non-invasive monitoring techniques to confirm the effectiveness of their management practices to address animal welfare challenges. This study assessed adrenocortical activity as an indication of environmental stress by investigating the effects of both natural (climate, life-history stages) and anthropogenic (visitor presence) factors on captive-housed African penguins. Seven male–female African penguin breeding pairs were housed in a large, naturalistic outside enclosure at the National Zoological Garden (NZG), South Africa. Weekly urofaecal samples were collected from all individuals over one-year to measure urofaecal glucocorticoid metabolite (ufGCM) concentrations. General linear mixed model analysis determined that visitor presence (for males) and rainfall (for females) were the two factors which best explained the variation in ufGCM concentrations of the study population; however, none of the environmental and anthropogenic factors monitored were found to be significant. A posthoc graphical analysis showed considerable individual variation in terms of ufGCM concentrations within and between sexes when comparing life-history stages. This study confirms that non-invasive steroid monitoring can be an effective tool set for defining and assessing environmental stressors for African penguins and potentially other captive seabirds. However, conservationists and wildlife managers should also consider that individual-, sex-, and population-specific differences in the response to environmental stressors can exist. As such, a generalized management protocol for a specific species may not be sufficient and should be customized according to the specific captive population and/or individual.