Although monogamy is interpreted as risk-adverse strategy by reducing intra-sexual conflicts, most pair-living males increase their reproductive success by engaging in extra-pair copulations. However, little is known about costs involved in such extra-pair attempts from the male’s perspective. We investigated promiscuous tendencies of paired Macroscelides proboscideus (round-eared elephant-shrew or round-eared sengi), a pair-living small mammal occurring in southern Africa. In particular, we measured potential costs of extra-pair attempts for the males. For this, we conducted laboratory experiments, involving interactions between neighbouring male–female pairs. Data collection included direct behavioural observations and establishing the morphological and physiological characteristics of males. Both sexes intruded into the neighbouring area, and initiated sexual behaviour with neighbours of the opposite sex. Males which displayed a higher marking frequency in the neighbouring area received more sexually motivated behaviour from neighbouring females. Resident males attacked intruding males. Aggression experienced by and marking behaviour of intruding males was positively correlated with body mass losses. Furthermore, glucocorticoid levels, determined from analyses of faeces and urine samples, correlated positively with body mass losses and marking behaviour of intruding males, indicating costs of intruding. We conclude that male as well as female round-eared sengis have promiscuous tendencies. Although interactions with neighbouring females may offer potential benefits for males in terms of enhanced reproductive success, males also seem to pay substantial costs, as indicated by body mass losses and elevated stress hormone levels.