Changes in corticosterone (CORT) and prolactin (PRL) levels are thought to provide complementary information on parental decisions in birds in the context of stressful situations. However, these endocrine mechanisms have yet to be fully elucidated, appearing to vary among avian species without any clear pattern. Here, we examined CORT and PRL stress responses in a small Arctic seabird, the little auk (Alle alle). We analysed the levels of these hormones (baseline, and stress response, i.e. the change in the baseline in response to stress) with respect to the breeding phase (mid incubation and mid chick rearing) and the sex of the birds. Baseline CORT concentrations were similar during both breeding phases but baseline PRL levels were higher during incubation than chick rearing. The CORT and PRL stress responses were stronger during incubation than chick rearing (although with respect to CORT the effect was only marginally significant). There were also some sex-specific baseline levels and stress responses for both hormones (during the incubation period males compared to females exhibited higher CORT stress response and lower baseline PRL; during the chick rearing period males exhibited higher PRL stress response). Our results suggest that in the case of the little auk, both the incubation and the chick rearing periods may represent similar levels of physiological stress. However, the birds may be more sensitive to stress during incubation than during chick rearing, possibly because of inter-phase differences in predation pressure. The sex differences suggest differential exposure of males and females to stressors.