The concept of coping style represents the way individual animals react to a stressful situation, both behaviourally and neurophysiologically. Over the last decades coping style has been linked to the development of research on animal personality. Based on this concept, we should find a proactive-reactive continuum in animal populations, with proactive individuals being fast explorer, bold, aggressive, and show high sympathetic reactivity (higher heart rate), as well as low hypothalamus-pituitary-adrenocortical (PHA) axis reactivity to external stressor (higher plasma glucocorticoid level). At the other extreme, shy, lowly aggressive, reactive individuals should be slow in their exploration, and show a low sympathetic reactivity and a high HPA axis reactivity. However, a recent two-tier model proposed that coping style and stress reactivity should be independent of each other. In this study, we tested the two-tier model in a wild plateau pika (Ochotona curzoniae) population on the Tibetan Plateau, by quantifying the associations between several behavioural and physiological traits at the among- and within-individual levels. We repeatedly measured exploration, docility, boldness, heart rate and plasma cortisol concentration in individuals between April and September of 2013. All traits tested were repeatable. At the among-individual level, all behavioural traits were correlated with each other and with heart rate, but were independent of both basal level and variation of plasma cortisol concentration. Most correlations were negligible at the within-individual level. In support of the two-tier model, these results suggest that coping style (i.e. behaviour and heart rate associations) is independent of stress reactivity (i.e. glucocorticoid reactivity) in that species.