Free-living species exhibit seasonal variation in various life history traits, including vital rates such as birth and death patterns. Different physiological mechanisms are thought to underlie the expression of life history traits that contribute to lifetime fitness. However, although the broad impacts of seasonality on life history traits and trade-offs is well established in many systems, the exact physiological mechanisms responsible for driving differences within and between individuals are poorly understood. Among them, molecular and physiological stress pathways, such as stress hypothalamic-pituitary-adrenal axis and oxidative stress, have potential to mediate relationships between individual survival, reproduction and environmental seasonality. Here, we determine how different physiological markers of stress including faecal cortisol metabolites (FCMs), heterophils/lymphocytes (H/L) ratio, two markers indicating oxidative balance including a marker of oxidative damage (reactive oxygen metabolites, ROM) and a marker of antioxidant defences (superoxide dismutase, SOD) and body weight vary in a large semi-captive population of Asian elephants (Elephas maximus) exposed to extreme seasonality (e.g. elevated temperatures). Individuals showed higher FCM levels and H/L ratios during cold season, indicating increased stress, and the lowest FCM levels during monsoon season and H/L ratios during hot and dry season, but we found no pattern in oxidative stress (ROM and SOD) levels. Hot season also associated with a decline in body weight. The present study shows how different physiological parameters (FCM levels and H/L ratio), molecular (oxidative stress) and body condition vary with seasonal changes, and how these parameters might allow individuals to adapt to such variations. Our results on an endangered long-lived species are crucial in indicating the most productive timing for conservation efforts, predicting how individuals cope with environmental changes, and allow for a more accurate representation of how animal physiology operates in nature.