Chronic stress [i.e. long-term elevation of glucocorticoid (GC) levels] and aging have similar, negative effects on the functioning of an organism. Aged individuals' declining ability to regulate GC levels may therefore impair their ability to cope with stress, as found in humans. The coping of aged animals with long-term natural stressors is virtually unstudied, even though the ability to respond appropriately to stressors is likely integral to the reproduction and survival of wild animals. To assess the effect of age on coping with naturally fluctuating energetic demands, we measured stress hormone output via GC metabolites in faecal samples (fGCM) of wild grey mouse lemurs (Microcebus murinus) in different ecological seasons. Aged individuals were expected to exhibit elevated fGCM levels under energetically demanding conditions. In line with this prediction, we found a positive age effect in the dry season, when food and water availability are low and mating takes place, suggesting impaired coping of aged wild animals. The age effect was significantly stronger in females, the longer-lived sex. Body mass of males but not females correlated positively with fGCM in the dry season. Age or body mass did not influence fGCM significantly in the rainy season. The sex- and season-specific predictors of fGCM may reflect the differential investment of males and females into reproduction and longevity. A review of prior research indicates contradictory aging patterns in GC regulation across and even within species. The context of sampling may influence the likelihood of detecting senescent declines in GC functioning.