Although social behaviour is common in group-living mammals, our understanding of its mechanisms in long-lived animals is largely based on studies in human and non-human primates. There are health and fitness benefits associated with strong social ties, including increased life span, reproductive success, and lower disease risk, which are attributed to the proximate effects of lowered circulating glucocorticoid hormones. However, to deepen our understanding of health-social dynamics, we must explore species beyond the primate order. Here, using Asian elephants as a model species, we combine social data generated from semi-captive timber elephants in Myanmar with measurements of faecal glucocorticoid metabolite (FGM) concentrations. These data enable a "natural experiment" because individuals live in work groups with different demographic compositions. We examine sex-specific FGM concentrations for four different aspects of an individuals' social world: general sociality, work group size, sex ratio and the presence of immatures (< 5 years) within the work group. Males experienced lower FGM concentrations when engaged in more social behaviours and residing in female-biased work groups. Surprisingly, females only exhibited lower FGM concentrations when residing with calves. Together, our findings highlight the importance of sociality on individual physiological function among elephants, which may have broad implications for the benefits of social interactions among mammals.