As cities continue to grow it is increasingly important to understand the long-term responses of wildlife to urban environments. There have been increased efforts to determine whether urbanization imposes chronic stress on wild animals, but empirical evidence is mixed. Here we conduct a meta-analysis to test whether there is, on average, a detrimental effect of urbanisation based on baseline and stress-induced glucocorticoid levels of wild vertebrates. We found no effect of urbanisation on glucocorticoid levels, and neither sex, season, life stage, taxon, size of the city nor methodology accounted for variation in the observed effect sizes. At face value our results suggest that urban areas are no more stressful for wildlife than rural or non-urban areas, but we offer a few reasons why this conclusion could be premature. We propose that refining methods of data collection will improve our understanding of how urbanization affects the health and survival of wildlife.