Simple Summary Non-invasive determination of cortisol metabolite concentrations in feces is widely used to evaluate the influence of housing and handling conditions on the stress physiology of wildlife in captivity. The present study aimed to assess the physiological response of a lion pride to a change in management and social conditions after the death of the dominant male of the pride. Before the dominant male died, weekly management routines between the indoor and outdoor enclosures were conducted to avoid cohabitation problems between the two males of the pride. After the death of the dominant male, these weekly management dynamics ceased, leading to a decrease in the daily management routine of the lion pride. An individualized sampling of the animals through the utilization of indigestive markers was conducted, and fecal samples were collected before and after the death of the dominant male. Significant lower cortisol metabolite concentrations in feces were detected after the death of the dominant male, suggesting a positive impact of a decrease in daily management routines, together with a more stable social environment. In addition, assessment of individualized hormone concentrations throughout the study revealed variable physiological responses among lions, providing evidence of the importance of monitoring hormonal profiles individually. Monitoring the hypothalamic-pituitary-adrenal (HPA) axis through determination of fecal cortisol metabolite (FCM) levels is a non-invasive method useful for understanding how handling and social conditions may affect the physiological status of zoo animals. The present study used FCM analysis to evaluate whether the HPA axis activity of a lion pride was modified by a change in social and handling conditions after the death of the dominant male. Five African lions (Panthera leo bleyenberghi), two males and three females, were included in the study. Fecal samples were collected before and after the death of the dominant male. To avoid cohabitation conflicts between males before the dominant male died, subgroups were established and subjected to weekly changes between indoor and outdoor facilities. After the death of the dominant male, these management dynamics ceased, and the remaining four lions were kept together outdoors. Significant lower group FCM concentrations (p < 0.001) were detected after the decease of the dominant male, probably associated with a decrease in daily handling, together with a more stable social environment. Overall, the present study indicates the effect of different management scenarios on the HPA axis activity and differentiated physiological responses to the same situation between individuals.