Living in variable and unpredictable environments, organisms face recurrent stressful situations. The endocrine stress response, which includes the secretion of glucocorticoids, helps organisms to cope with these perturba-tions. Although short-term elevations of glucocorticoid levels are often associated with immediate beneficial consequences for individuals, long-term glucocorticoid elevation can compromise key physiological functions such as immunity. While laboratory works highlighted the immunosuppressive effect of long-term elevated glucocorticoids, it remains largely unknown, especially in wild animals, whether this relationship is modulated by individual and environmental characteristics. In this study, we explored the co-variation between integrated cortisol levels, assessed non-invasively using faecal cortisol metabolites (FCMs), and 12 constitutive indices of innate, inflammatory, and adaptive immune functions, in wild roe deer living in three populations with previ-ously known contrasting environmental conditions. Using longitudinal data on 564 individuals, we further investigated whether age and spatio-temporal variations in the quantity and quality of food resources modulate the relationship between FCMs and immunity. Negative covariation with glucocorticoids was evident only for innate and inflammatory markers of immunity, while adaptive immunity appeared to be positively or not linked to glucocorticoids. In addition, the negative covariations were generally stronger in individuals facing harsh environmental constraints and in old individuals. Therefore, our results highlight the importance of measuring multiple immune markers of immunity in individuals from contrasted environments to unravel the complex relationships between glucocorticoids and immunity in wild animals. Our results also help explain conflicting results found in the literature and could improve our understanding of the link between elevated glucocorticoid levels and disease spread, and its consequences on population dynamics.