This experiment compared the stress responses of piglets to tail docking. Two hundred and eighty-eight piglets were allocated to the following treatments at 2 d post-farrowing: (1) sham handling treatment; (2) surgical castration; (3) tail docking using clippers; (4) tail docking using a cauterising iron. Blood samples were collected at 15 min, 30 min and 24 h post-treatment and analysed for total plasma cortisol. Behaviours indicative of pain, such as escape attempts, vocalisations and standing with head lowered were measured. Cortisol concentrations at 15 min post-treatment were higher (p < 0.001) in the tail docking and castration treatment groups than the sham handling treatment group, but at 30 min post-treatment, only the clipper and castration treatment groups had higher (p < 0.001) cortisol concentrations than the sham handling treatment. Duration of vocalisations and escape attempts were greater (p < 0.0001) during the castration treatment than the sham and tail docking treatments, but these behaviours occurred less (p < 0.05) in tail-docked piglets than those that were castrated. Piglets undergoing the tail-docked treatments and the castration treatment exhibited more behaviours indicative of pain, such as standing longer (p < 0.05) with the head lowered in the 60 min after treatment, than those in the sham handling treatment group. There were no treatment effects on cortisol concentrations and behaviour at 23–24 h post-treatment. The physiological results at 30 min post-treatment indicate that tail docking with cauterisation may be less aversive than tail docking with clippers.