For most cetacean species, there is little known about how an individual's physiology influences its behaviour. Humpback whales (Megaptera novaeangliae) are a good candidate to examine such links as they have a well-described distribution and behaviour, can be consistently sampled using remote biopsy systems, and have been the subject of several previous endocrine studies. The objective here was to examine whether a female humpback whale's social state (i.e. escorted by a male or not) is related to her endocrine condition, and whether male dominance ranking is related to testosterone levels. Skin and blubber biopsies were collected from the east and west Australian humpback whale populations in 2010–2016 (n = 252) at multiple times throughout the winter-spring breeding season. Steroid hormones were extracted from blubber and concentrations of progesterone (a marker for pregnancy), testosterone (a marker of male testicular activity) and oestradiol (a potential marker of ovarian activity) measured using enzyme-immunoassays. Principal escorts—the dominant males in mixed sex groups—had significantly higher blubber testosterone levels (mean ± SE; 1.43 ± 0.20 ng/g wet weight) than subordinate, secondary escorts (0.69 ± 0.06 ng/g wet weight). Females that were escorted by males typically possessed elevated blubber oestradiol levels (1.96 ± 0.25 ng/g wet weight; p = 0.014); few were considered to be pregnant (p = 0.083). ‘Unescorted’ females displayed characteristically lower blubber oestradiol levels (0.56 ± 0.06 ng/g wet weight). Together, these results are consistent with ‘challenge hypothesis’ theory and suggest the existence of associated reproductive patterns in humpback whales.