This study aimed to evaluate the effects of diets supplemented with natural or rumen-protected lipid source on plasma cortisol concentration, animal reactivity and stress of feedlot cattle. One hundred and twenty Nellore bulls (366.9 ± 28.7), male, raised on pasture were distributed in a completely randomized design with measures repeated over time. There were three treatments: Control - without additional fat source; GDESP - with natural fat source based on cottonseed by-products; and GPROT - with rumen-protected polyunsaturated fat acid. Blood samples were collected before to boarding of animals (day 0) and after transport to the feedlot, on days 1, 3, 7 and 14. There was significant effect (p<0.05) between temperament and day of analysis, as well as levels of cortisol and day of collection and treatment the animals received. On boarding day (day 0), the mean score of reactivity was lower (p<0.05). On the day of landing (day 1), the animals showed less reactive (p<0.05). In the following collection (days 3, 7 and 14), there was a progressive increase in mean scores for reactivity. The treatment did not influence the reactivity of animals. In relation to cortisol, the results were similar to reactivity. There was an effect (p<0.05) between treatments with inclusion of protected fat and fat from natural sources, and the control group. Animals receiving lipids in the diet had lower cortisol levels compared to the control group.