Summary Birds respond to unpredictable events in the environment by releasing corticosterone, which triggers alternate responses to overcome stressful situations. However, it has been questioned whether altricial nestlings perceive and respond to ecological stressors. Although some studies show adrenal responsiveness in non‐precocial species, others report a hyporesponsive period postulated to avoid deleterious effects of corticosterone. To test whether the environmental surroundings of nestlings modulate their stress levels we used a multi‐tier comparative approach of plasma corticosterone: (1) within an individual, (2) among nestlings within a brood hierarchy, (3) among broods within a colony and (4) among individuals from different colonies. Nestlings reacted to our protocol by elevating their corticosterone. Baseline levels differed between colonies, and were higher in singleton nestlings compared with two‐ and three‐chick broods, but there were no differences related to within‐brood hierarchies, age or condition index. Acute levels were higher in older birds, suggesting a developmental change in adrenal responsiveness. Body condition also explained acute levels but only in singleton nestlings, with higher concentrations in heavier birds. Overall our results indicate that altricial nestlings do respond to a variety of environmental stressors, and variation in aspects of environmental quality (e.g. food supply, parental care) may be associated with the differences in stress.