In response to stressors, animals can increase the activity of the hypothalamic-pituitary-adrenocortical axis, resulting in elevated glucocorticoid concentrations. An increase in glucocorticoids results in an increase in heterophils and a decrease in lymphocytes, which ratio (H/L-ratio) is an indicator of stress in birds. The physiological response to a stressor can depend on individual characteristics, like dominance rank, sex and personality. Although the isolated effects of these characteristics on the response to a stressor have been well studied, little is known about the response in relation to a combination of these characteristics. In this study we investigate the relationship between social stress, dominance rank, sex and exploratory behaviour as a validated operational measure of personality in great tits (Parus major). Great tits show consistent individual differences in behaviour and physiology in response to stressors, and exploratory behaviour can be classified as fast or slow exploring. We group-housed four birds, two fast and two slow explorers, of the same sex that were previously singly housed, in an aviary and compared the H/L-ratio, lymphocyte and heterophil count before and after group housing. After experiencing the social context all birds increased their H/L-ratio and heterophil count. Females showed a stronger increase in H/L-ratio and heterophil count than males, which seemed to be related to a higher number of agonistic interactions compared to males. Dominance rank and exploration type did not affect the H/L-ratio or heterophil count. Contrary to our expectations, all birds increased their lymphocyte count. However, this increase was slower for fast than for slow explorers. Our study suggests that personality and sex related differences, but not dominance rank, are associated with changes in an individual's physiological response due to a social context.