Glucocorticoid hormones are known to play a key role in mediating a cascade of physiological responses to social and ecological stressors and can therefore influence animals’ behaviour and ultimately fitness. Yet, how glucocorticoid levels are associated with reproductive success or survival in a natural setting has received little empirical attention so far. Here, we examined links between survival and levels of glucocorticoid in a small, short-lived primate, the grey mouse lemur (Microcebus murinus), using for the first time an indicator of long-term stress load (hair cortisol concentration). Using a capture-mark-recapture modelling approach, we assessed the effect of stress on survival in a broad context (semi-annual rates), but also under a specific period of high energetic demands during the reproductive season. We further assessed the power of other commonly used health indicators (body condition and parasitism) in predicting survival outcomes relative to the effect of long-term stress. We found that high levels of hair cortisol were associated with reduced survival probabilities both at the semi-annual scale and over the reproductive season. Additionally, very good body condition (measured as scaled mass index) was related to increased survival at the semi-annual scale, but not during the breeding season. In contrast, variation in parasitism failed to predict survival. Altogether, our results indicate that long-term increased glucocorticoid levels can be related to survival and hence population dynamics, and suggest differential strength of selection acting on glucocorticoids, body condition, and parasite infection.