ABSTRACT Stress responses, which are mediated by the neurogenic system (NS) and hypothalamic–pituitary–adrenal (HPA) axis help vertebrates maintain physiological homeostasis. Fight‐or‐flight responses are activated by the NS, which releases norepinephrine/noradrenaline and epinephrine/adrenaline in response to immediate stressors, whilst the HPA axis releases glucocorticoid hormones (e.g. cortisol and corticosterone) to help mitigate allostatic load. There have been many studies on stress responses of captive animals, but they are not truly reflective of typical ranges or the types of stressors encountered by free‐ranging wildlife, such as responses and adaptation to environmental change, which are particularly important from a conservation perspective. As stress can influence the composition of age and sex classes of free‐ranging populations both directly and indirectly, ecological research must be prioritised towards more vulnerable taxa. Generally, large predators tend to be particularly at risk of anthropogenically driven population declines because they exhibit reduced behavioural plasticity required to adapt to changing landscapes and exist in reduced geographic ranges, have small population sizes, low fecundity rates, large spatial requirements and occupy high trophic positions. As a keystone species with a long history of coexistence with humans in highly anthropogenic landscapes, there has been growing concern about how humans influence bear behaviour and physiology, via numerous short‐ and long‐term stressors. In this review, we synthesise research on the stress response in free‐ranging bear populations and evaluate the effectiveness and limitations of current methodology in measuring stress in bears to identify the most effective metrics for future research. Particularly, we integrate research that utilised haematological variables, cardiac monitors and Global Positioning System (GPS) collars, serum/plasma and faecal glucocorticoid concentrations, hair cortisol levels, and morphological metrics (primarily skulls) to investigate the stress response in ursids in both short‐ and long‐term contexts. We found that in free‐ranging bears, food availability and consumption have the greatest influence on individual stress, with mixed responses to anthropogenic influences. Effects of sex and age on stress are also mixed, likely attributable to inconsistent methods. We recommend that methodology across all stress indicators used in free‐ranging bears should be standardised to improve interpretation of results and that a wider range of species should be incorporated in future studies.