Non-invasive methods for measuring glucocorticoids and their metabolites are frequently used in ecological, behavioural and physiological studies of mammals. Using faeces, urine and other matrices for such a measurement has considerable advantages in comparison to more traditional methods, but also requires thorough validation of the methods used. Eastern rock sengis (Elephantulus myurus) are fascinating African mammals and the non-invasive monitoring of the adrenocortical activity opens up new opportunities to study their biology. We were able to validate two assays for measuring urinary (uGCM) and faecal glucocorticoid metabolite (fGCM) concentrations in this species using a dose-dependent challenge with adrenocorticotropic hormone (ACTH). A higher concentration of ACTH elicited higher uGCM and fGCM concentrations in both males and females. Interestingly, uGCM and fGCM concentrations and the responses to ACTH were higher in females than in males and small changes in faecal glucocorticoid metabolites could not be reliably detected in males. In contrast to ACTH, a saline injection did not result in an increase in uGCM or fGCM concentrations. The study also provided insight into when responses to a stressor are likely to be detected in the urine and faeces of sengis and opens up new opportunities to study the stress physiology of this and other sengi species. It further emphasises the importance of thoroughly validating non-invasive methods for measuring hormones in both sexes of a species and for incorporating dose-dependent approaches.